+148.1%
UBER vs QS
-43.2%
+191.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.7% |
| 7D | -2.8% | +2.2% | -5.0% | -3.1% |
| 30D | -2.5% | -8.1% | +5.5% | -1.6% |
| 3M | +4.4% | -27.0% | +31.4% | +7.7% |
| 6M | -2.7% | -16.4% | +13.8% | -1.8% |
| YTD | -10.5% | -46.4% | +35.9% | -5.1% |
| 1Y | -22.5% | -41.1% | +18.6% | -20.5% |
| 3Y | +54.8% | -18.6% | +73.4% | +39.9% |
| 5Y | +82.5% | -73.0% | +155.6% | +76.2% |
| All | +148.1% | -43.2% | +191.3% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling