+216.5%
QCOM vs UAL
+94.5%
+122.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.0% |
| 7D | +0.4% | +8.2% | -7.8% | -1.6% |
| 30D | -6.6% | +2.3% | -8.9% | -7.2% |
| 3M | +3.7% | -12.7% | +16.4% | +7.2% |
| 6M | -13.3% | +12.7% | -26.0% | -16.5% |
| YTD | -1.8% | +0.8% | -2.6% | -3.4% |
| 1Y | -2.5% | +17.8% | -20.3% | -8.0% |
| 3Y | +47.0% | +206.7% | -159.7% | +5.5% |
| 5Y | +13.1% | +113.9% | -100.8% | -14.5% |
| All | +216.5% | +94.5% | +122.0% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling