+211.4%
UAL vs QS
-47.0%
+258.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.2% |
| 7D | -1.1% | -4.2% | +3.1% | -0.6% |
| 30D | -13.4% | -15.7% | +2.2% | -11.7% |
| 3M | -2.3% | -28.7% | +26.4% | +1.2% |
| 6M | +13.3% | -23.2% | +36.6% | +15.9% |
| YTD | -4.2% | -49.9% | +45.7% | +2.5% |
| 1Y | +1.4% | -38.8% | +40.2% | +4.5% |
| 3Y | +125.8% | -24.0% | +149.8% | +111.0% |
| 5Y | +130.0% | -75.6% | +205.6% | +126.4% |
| All | +211.4% | -47.0% | +258.4% | +185.9% |
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