+10.0%
UAL vs ZYBT
-57.3%
+67.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.5% |
| 7D | +0.7% | -6.9% | +7.6% | +0.7% |
| 30D | -16.1% | -31.8% | +15.7% | -16.0% |
| 3M | +6.1% | +94.0% | -87.8% | +3.2% |
| 6M | +10.8% | +99.0% | -88.2% | +6.4% |
| YTD | -0.4% | +40.0% | -40.4% | -3.1% |
| 1Y | +5.0% | -79.5% | +84.6% | +9.2% |
| All | +10.0% | -57.3% | +67.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 all: compounded portfolio wealth divided by compounded ZYBT 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…
all analysis · Full analysis span regression · 6 months rolling