+96.5%
UAL vs ZBRA
+381.8%
-285.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.7% |
| 7D | +2.3% | -1.5% | +3.8% | +3.0% |
| 30D | +13.3% | -15.6% | +29.0% | +22.9% |
| 3M | -6.3% | -14.5% | +8.2% | +0.9% |
| 6M | +22.5% | +50.9% | -28.4% | -3.9% |
| YTD | +5.9% | +34.8% | -29.0% | -12.7% |
| 1Y | +24.7% | +28.3% | -3.7% | +5.3% |
| 3Y | +211.6% | +58.8% | +152.8% | +133.5% |
| 5Y | +130.6% | -44.0% | +174.6% | +171.2% |
| 10Y | +96.5% | +389.6% | -293.1% | -6.6% |
| All | +96.5% | +381.8% | -285.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling