+14.1%
UAL vs Q
+66.4%
-52.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | -0.1% |
| 7D | +8.2% | +0.3% | +7.9% | +7.9% |
| 30D | +2.3% | -9.8% | +12.1% | +5.6% |
| 3M | -12.7% | -12.2% | -0.5% | -9.4% |
| 6M | +12.7% | -21.6% | +34.3% | +18.3% |
| YTD | +0.8% | +43.6% | -42.7% | -11.9% |
| 1Y | +17.8% | +25.7% | -7.9% | -0.2% |
| All | +14.1% | +66.4% | -52.3% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling