+217.3%
UAL vs ZBRA
+58.4%
+159.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +1.0% |
| 7D | +12.5% | -2.5% | +14.9% | +14.0% |
| 30D | +12.2% | -17.0% | +29.2% | +23.3% |
| 3M | -2.6% | -15.0% | +12.4% | +5.6% |
| 6M | +21.1% | +42.2% | -21.1% | -4.9% |
| YTD | +7.8% | +32.4% | -24.5% | -12.8% |
| 1Y | +25.4% | +23.3% | +2.1% | +6.0% |
| 3Y | +217.3% | +55.9% | +161.5% | +136.6% |
| All | +217.3% | +58.4% | +159.0% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling