+359.6%
UNH vs QSR
+205.8%
+153.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -4.5% | -4.0% | -0.5% | -3.3% |
| 30D | -6.5% | +2.8% | -9.3% | -7.4% |
| 3M | -6.0% | +5.1% | -11.1% | -7.7% |
| 6M | +33.7% | +8.8% | +24.9% | +29.2% |
| YTD | +16.4% | +14.8% | +1.6% | +10.1% |
| 1Y | +10.1% | +25.7% | -15.6% | +0.9% |
| 3Y | -16.3% | +27.5% | -43.8% | -25.1% |
| 5Y | +2.1% | +41.3% | -39.2% | -13.0% |
| 10Y | +233.1% | +133.8% | +99.3% | +123.6% |
| All | +359.6% | +205.8% | +153.8% | +186.4% |
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 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