+489.8%
QCOM vs UAL
+242.1%
+247.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +7.7% | -16.1% | +23.8% | +10.7% |
| 3M | -30.1% | +6.1% | -36.2% | -30.9% |
| 6M | +22.8% | +10.8% | +12.0% | +20.1% |
| YTD | +0.2% | -0.4% | +0.6% | -0.6% |
| 1Y | +7.9% | +5.0% | +2.8% | +5.9% |
| 3Y | +55.8% | +124.0% | -68.2% | +32.9% |
| 5Y | +30.1% | +141.0% | -110.9% | +8.1% |
| 10Y | +248.9% | +118.0% | +130.9% | +174.7% |
| All | +489.8% | +242.1% | +247.7% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling