+250.5%
UAL vs QS
-54.8%
+305.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.5% |
| 7D | +12.5% | +8.0% | +4.4% | +11.4% |
| 30D | +12.2% | -2.8% | +15.0% | +12.6% |
| 3M | -2.6% | -28.1% | +25.5% | +1.3% |
| 6M | +21.1% | -41.0% | +62.0% | +27.9% |
| YTD | +7.8% | -57.3% | +65.1% | +17.6% |
| 1Y | +25.4% | -72.7% | +98.1% | +43.5% |
| 3Y | +217.3% | -18.6% | +236.0% | +195.1% |
| 5Y | +132.9% | -87.0% | +219.9% | +139.9% |
| All | +250.5% | -54.8% | +305.3% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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