+113.5%
UAL vs QS
-88.7%
+202.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.3% |
| 7D | +8.2% | +5.4% | +2.7% | +7.1% |
| 30D | +2.3% | -5.3% | +7.6% | +3.3% |
| 3M | -12.7% | -22.6% | +9.9% | -8.8% |
| 6M | +12.7% | -46.2% | +58.9% | +24.3% |
| YTD | +0.8% | -58.9% | +59.7% | +15.7% |
| 1Y | +17.8% | -73.1% | +90.9% | +45.1% |
| 3Y | +206.7% | -27.2% | +233.9% | +165.2% |
| All | +113.5% | -88.7% | +202.2% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling