+251.9%
QCOM vs UAL
+83.8%
+168.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.9% |
| 7D | +13.0% | +0.7% | +12.3% | +12.7% |
| 30D | +0.2% | +7.8% | -7.6% | -1.8% |
| 3M | +9.2% | -11.1% | +20.3% | +12.3% |
| 6M | -15.0% | +16.1% | -31.1% | -18.7% |
| YTD | +5.2% | -0.5% | +5.7% | +3.7% |
| 1Y | +2.4% | +11.3% | -8.9% | -2.1% |
| 3Y | +52.0% | +192.8% | -140.9% | +10.2% |
| 5Y | +19.7% | +123.3% | -103.5% | -10.3% |
| All | +251.9% | +83.8% | +168.2% | +176.9% |
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