+3.6%
QCOM vs UAL
+23.5%
-19.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +2.0% | +2.3% | -0.3% | +1.2% |
| 30D | +1.2% | +13.3% | -12.1% | -3.1% |
| 3M | +9.1% | -6.3% | +15.4% | +10.8% |
| 6M | -25.0% | +22.5% | -47.5% | -30.4% |
| YTD | +4.8% | +5.9% | -1.0% | +0.6% |
| 1Y | +3.6% | +24.7% | -21.1% | -7.5% |
| All | +3.6% | +23.5% | -19.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling