+1,996.5%
UNP vs QID
-100.0%
+2,096.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | +0.4% |
| 7D | +4.2% | -7.1% | +11.4% | +1.6% |
| 30D | +5.6% | +12.6% | -7.0% | +10.8% |
| 3M | +2.0% | +14.2% | -12.2% | +7.7% |
| 6M | +15.4% | +6.2% | +9.2% | +19.3% |
| YTD | +32.7% | -21.8% | +54.5% | +23.3% |
| 1Y | +39.4% | -23.1% | +62.6% | +28.9% |
| 3Y | +54.3% | -71.3% | +125.6% | +4.2% |
| 5Y | +39.6% | -77.0% | +116.6% | -2.2% |
| 10Y | +288.9% | -99.0% | +387.9% | -14.5% |
| All | +1,996.5% | -100.0% | +2,096.5% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling