+69.3%
UAL vs QSR
+218.5%
-149.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.7% | +2.4% | -1.7% | -1.0% |
| 30D | -16.1% | +7.6% | -23.7% | -20.4% |
| 3M | +6.1% | +12.6% | -6.5% | -2.9% |
| 6M | +10.8% | +14.4% | -3.5% | -0.7% |
| YTD | -0.4% | +19.6% | -20.0% | -13.9% |
| 1Y | +5.0% | +33.9% | -28.9% | -16.8% |
| 3Y | +124.0% | +27.1% | +96.9% | +77.1% |
| 5Y | +141.0% | +48.5% | +92.4% | +67.8% |
| 10Y | +118.0% | +126.2% | -8.2% | +13.3% |
| All | +69.3% | +218.5% | -149.2% | -21.2% |
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