+1,315.8%
QLD vs UAL
+90.6%
+1,225.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.6% | -8.2% | -11.0% |
| 7D | -18.6% | +5.0% | -23.6% | -20.0% |
| 30D | -28.3% | -1.2% | -27.0% | -28.0% |
| 3M | -20.4% | -16.8% | -3.6% | -15.0% |
| 6M | -14.3% | +18.0% | -32.2% | -20.1% |
| YTD | +2.8% | -1.2% | +3.9% | +1.2% |
| 1Y | -1.2% | +14.3% | -15.5% | -8.1% |
| 3Y | +135.3% | +194.6% | -59.2% | +48.7% |
| 5Y | +62.6% | +109.6% | -47.0% | +12.6% |
| All | +1,315.8% | +90.6% | +1,225.1% | +977.7% |
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