+27.5%
UAL vs QSR
+23.8%
+3.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.5% | +2.5% | +6.3% |
| 7D | +11.9% | +5.2% | +6.7% | +10.2% |
| 30D | +5.2% | +12.2% | -6.9% | +1.9% |
| 3M | -12.7% | +7.0% | -19.8% | -14.3% |
| 6M | +28.5% | -0.3% | +28.8% | +27.6% |
| YTD | +3.5% | +18.0% | -14.5% | -3.2% |
| 1Y | +27.5% | +22.6% | +4.9% | +16.9% |
| All | +27.5% | +23.8% | +3.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling