+100.2%
UAL vs QID
-99.0%
+199.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.8% | +13.6% | +3.4% |
| 7D | +10.2% | -0.8% | +11.0% | +10.7% |
| 30D | +12.0% | +20.1% | -8.0% | +24.1% |
| 3M | -7.1% | +11.8% | -18.9% | +0.1% |
| 6M | +20.9% | +5.5% | +15.4% | +29.3% |
| YTD | +7.7% | -21.5% | +29.2% | +2.1% |
| 1Y | +23.6% | -22.6% | +46.2% | +17.1% |
| 3Y | +222.6% | -72.3% | +294.9% | +118.0% |
| 5Y | +127.9% | -76.9% | +204.8% | +70.6% |
| 10Y | +100.2% | -99.0% | +199.2% | -51.7% |
| All | +100.2% | -99.0% | +199.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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