+132.4%
UAL vs QSR
+45.8%
+86.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.5% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -16.5% | +5.9% | -22.4% | -19.2% |
| 3M | +2.8% | +10.5% | -7.7% | -3.3% |
| 6M | +17.6% | +7.7% | +9.9% | +11.4% |
| YTD | -3.2% | +16.8% | -20.0% | -13.1% |
| 1Y | +0.4% | +30.9% | -30.4% | -16.4% |
| 3Y | +128.2% | +28.2% | +100.0% | +82.4% |
| All | +132.4% | +45.8% | +86.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling