+76.8%
UAL vs QID
-99.1%
+175.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.6% | -5.8% |
| 7D | +0.7% | -11.8% | +12.5% | -5.0% |
| 30D | +7.8% | +14.2% | -6.5% | +16.5% |
| 3M | -11.1% | +8.8% | -19.9% | -5.5% |
| 6M | +16.1% | +1.5% | +14.6% | +21.9% |
| YTD | -0.5% | -23.8% | +23.3% | -7.0% |
| 1Y | +11.3% | -22.0% | +33.3% | +5.8% |
| 3Y | +192.8% | -71.9% | +264.7% | +98.7% |
| 5Y | +123.3% | -77.6% | +200.8% | +64.6% |
| All | +76.8% | -99.1% | +175.8% | -62.7% |
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