+19.8%
UAL vs Q
+80.0%
-60.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.6% |
| 7D | +2.3% | +6.6% | -4.3% | 0.0% |
| 30D | +13.3% | +2.7% | +10.6% | +11.8% |
| 3M | -6.3% | -8.4% | +2.1% | -4.2% |
| 6M | +22.5% | -17.3% | +39.8% | +26.6% |
| YTD | +5.9% | +55.3% | -49.4% | -9.9% |
| 1Y | +24.7% | +31.5% | -6.8% | +2.4% |
| All | +19.8% | +80.0% | -60.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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