+22.0%
UAL vs Q
+75.8%
-53.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +12.5% | +4.0% | +8.5% | +10.9% |
| 30D | +12.2% | -2.3% | +14.5% | +12.7% |
| 3M | -2.6% | -7.9% | +5.3% | -0.5% |
| 6M | +21.1% | -16.0% | +37.0% | +24.1% |
| YTD | +7.8% | +51.7% | -43.9% | -7.5% |
| 1Y | +25.4% | +28.3% | -2.9% | +3.9% |
| All | +22.0% | +75.8% | -53.8% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling