+252.6%
ZETA vs UAL
+93.4%
+159.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -5.2% |
| 7D | +2.7% | +0.7% | +1.9% | +2.1% |
| 30D | +15.8% | -16.1% | +31.9% | +25.1% |
| 3M | +35.4% | +6.1% | +29.3% | +29.6% |
| 6M | +67.1% | +10.8% | +56.3% | +53.7% |
| YTD | +54.1% | -0.4% | +54.4% | +49.6% |
| 1Y | +67.8% | +5.0% | +62.8% | +59.2% |
| 3Y | +311.4% | +124.0% | +187.4% | +161.8% |
| 5Y | +324.8% | +141.0% | +183.8% | +147.8% |
| All | +252.6% | +93.4% | +159.3% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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