+84.3%
QLD vs UAL
+132.2%
-47.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.8% | +12.5% | -16.2% | -9.0% |
| 30D | -20.5% | +12.2% | -32.7% | -25.0% |
| 3M | -14.6% | -2.6% | -12.0% | -13.9% |
| 6M | -14.7% | +21.1% | -35.7% | -23.4% |
| YTD | +11.2% | +7.8% | +3.4% | +3.8% |
| 1Y | +7.1% | +25.4% | -18.3% | -7.6% |
| 3Y | +141.1% | +217.3% | -76.2% | +15.5% |
| 5Y | +84.3% | +132.9% | -48.6% | -5.7% |
| All | +84.3% | +132.2% | -47.9% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling