+11.8%
UAL vs Q
+56.5%
-44.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.4% | +2.8% | -2.1% |
| 7D | +5.0% | -10.3% | +15.3% | +8.9% |
| 30D | -1.2% | -17.7% | +16.4% | +5.2% |
| 3M | -16.8% | -18.8% | +2.0% | -11.2% |
| 6M | +18.0% | -24.8% | +42.7% | +25.5% |
| YTD | -1.2% | +35.0% | -36.2% | -11.8% |
| 1Y | +14.3% | +10.7% | +3.6% | -1.7% |
| All | +11.8% | +56.5% | -44.7% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling