+349.8%
UAL vs QID
-100.0%
+449.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.8% | +13.6% | +2.6% |
| 7D | +10.2% | -0.8% | +11.0% | +10.7% |
| 30D | +12.0% | +20.1% | -8.0% | +27.2% |
| 3M | -7.1% | +11.8% | -18.9% | +1.8% |
| 6M | +20.9% | +5.5% | +15.4% | +31.0% |
| YTD | +7.7% | -21.5% | +29.2% | +0.1% |
| 1Y | +23.6% | -22.6% | +46.2% | +14.7% |
| 3Y | +222.6% | -72.3% | +294.9% | +89.5% |
| 5Y | +127.9% | -76.9% | +204.8% | +52.8% |
| 10Y | +100.2% | -99.0% | +199.2% | -77.2% |
| All | +349.8% | -100.0% | +449.8% | -92.3% |
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