+47.0%
QCOM vs UAL
+197.6%
-150.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.9% |
| 7D | +0.4% | +8.2% | -7.8% | -1.9% |
| 30D | -6.6% | +2.3% | -8.9% | -7.3% |
| 3M | +3.7% | -12.7% | +16.4% | +7.8% |
| 6M | -13.3% | +12.7% | -26.0% | -17.1% |
| YTD | -1.8% | +0.8% | -2.6% | -3.9% |
| 1Y | -2.5% | +17.8% | -20.3% | -9.1% |
| 3Y | +47.0% | +206.7% | -159.7% | +2.2% |
| All | +47.0% | +197.6% | -150.7% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling