+54.3%
UNP vs QID
-71.4%
+125.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.3% |
| 7D | +4.2% | -7.1% | +11.4% | +3.3% |
| 30D | +5.6% | +12.6% | -7.0% | +7.4% |
| 3M | +2.0% | +14.2% | -12.2% | +4.0% |
| 6M | +15.4% | +6.2% | +9.2% | +16.8% |
| YTD | +32.7% | -21.8% | +54.5% | +27.7% |
| 1Y | +39.4% | -23.1% | +62.6% | +33.9% |
| 3Y | +54.3% | -71.3% | +125.6% | +23.8% |
| All | +54.3% | -71.4% | +125.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling