+571.7%
QQQ vs UAL
+98.4%
+473.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | -0.6% | -13.4% | +12.8% | +2.0% |
| 3M | +1.3% | -2.3% | +3.6% | +1.4% |
| 6M | +18.1% | +13.3% | +4.8% | +14.4% |
| YTD | +16.9% | -4.2% | +21.1% | +16.3% |
| 1Y | +24.0% | +1.4% | +22.6% | +21.6% |
| 3Y | +95.6% | +125.8% | -30.2% | +60.6% |
| 5Y | +94.5% | +130.0% | -35.5% | +55.1% |
| 10Y | +571.7% | +104.2% | +467.5% | +443.6% |
| All | +571.7% | +98.4% | +473.3% | +443.6% |
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 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