+250.3%
QCOM vs UAL
+118.5%
+131.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | +7.7% | -16.1% | +23.8% | +12.5% |
| 3M | -30.1% | +6.1% | -36.2% | -31.4% |
| 6M | +22.8% | +10.8% | +12.0% | +18.4% |
| YTD | +0.2% | -0.4% | +0.6% | -1.2% |
| 1Y | +7.9% | +5.0% | +2.8% | +4.5% |
| 3Y | +55.8% | +124.0% | -68.2% | +20.3% |
| 5Y | +30.1% | +141.0% | -110.9% | -4.1% |
| All | +250.3% | +118.5% | +131.8% | +162.4% |
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 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