+139.2%
UAL vs QS
-75.2%
+214.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.4% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | -16.1% | -0.7% | -15.4% | -16.1% |
| 3M | +6.1% | -39.6% | +45.8% | +14.7% |
| 6M | +10.8% | -21.7% | +32.6% | +14.0% |
| YTD | -0.4% | -47.4% | +47.0% | +9.1% |
| 1Y | +5.0% | -28.4% | +33.4% | +5.6% |
| 3Y | +124.0% | -22.6% | +146.6% | +95.3% |
| All | +139.2% | -75.2% | +214.4% | +140.3% |
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