+321.2%
UAL vs QID
-100.0%
+421.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +0.5% |
| 7D | +8.2% | +9.4% | -1.3% | +14.9% |
| 30D | +2.3% | +31.2% | -28.9% | +22.4% |
| 3M | -12.7% | +17.4% | -30.1% | -1.8% |
| 6M | +12.7% | +8.4% | +4.3% | +23.8% |
| YTD | +0.8% | -15.8% | +16.6% | -2.4% |
| 1Y | +17.8% | -16.3% | +34.1% | +14.3% |
| 3Y | +206.7% | -70.4% | +277.1% | +87.1% |
| 5Y | +113.9% | -74.8% | +188.7% | +50.9% |
| 10Y | +97.0% | -99.0% | +196.0% | -77.8% |
| All | +321.2% | -100.0% | +421.2% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling