+69.1%
UAL vs QSR
+202.6%
-133.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -4.9% |
| 7D | +0.7% | -3.9% | +4.6% | +3.5% |
| 30D | +7.8% | +5.9% | +1.9% | +3.5% |
| 3M | -11.1% | +1.7% | -12.8% | -12.5% |
| 6M | +16.1% | -1.9% | +17.9% | +16.5% |
| YTD | -0.5% | +13.6% | -14.1% | -11.1% |
| 1Y | +11.3% | +13.1% | -1.8% | -0.5% |
| 3Y | +192.8% | +21.8% | +171.0% | +138.8% |
| 5Y | +123.3% | +57.2% | +66.1% | +48.5% |
| 10Y | +84.6% | +138.5% | -53.9% | -4.4% |
| All | +69.1% | +202.6% | -133.5% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling