+174.6%
ZTS vs UAL
+358.9%
-184.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +1.9% | -16.1% | +18.0% | +4.4% |
| 3M | -4.0% | +6.1% | -10.1% | -5.3% |
| 6M | -39.1% | +10.8% | -50.0% | -40.6% |
| YTD | -38.8% | -0.4% | -38.4% | -39.5% |
| 1Y | -49.6% | +5.0% | -54.6% | -50.6% |
| 3Y | -59.0% | +124.0% | -183.0% | -65.2% |
| 5Y | -61.8% | +141.0% | -202.7% | -68.7% |
| 10Y | +61.4% | +118.0% | -56.6% | +23.3% |
| All | +174.6% | +358.9% | -184.3% | +84.4% |
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