+99.1%
UAL vs QID
-99.1%
+198.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.7% |
| 7D | +3.5% | -2.7% | +6.2% | +2.1% |
| 30D | -16.5% | +1.8% | -18.2% | -15.5% |
| 3M | +2.8% | -2.2% | +4.9% | +3.7% |
| 6M | +17.6% | -32.1% | +49.7% | +1.1% |
| YTD | -3.2% | -28.6% | +25.4% | -13.9% |
| 1Y | +0.4% | -36.3% | +36.8% | -14.3% |
| 3Y | +128.2% | -74.4% | +202.6% | +46.8% |
| 5Y | +137.7% | -80.8% | +218.5% | +61.3% |
| 10Y | +99.1% | -99.1% | +198.2% | -54.7% |
| All | +99.1% | -99.1% | +198.2% | -54.7% |
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