+1,907.6%
UNP vs QID
-100.0%
+2,007.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | 0.0% |
| 7D | -5.3% | -0.6% | -4.7% | -5.5% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +10.3% | +3.7% | +6.5% | +12.5% |
| 6M | +9.7% | -29.9% | +39.5% | -2.8% |
| YTD | +27.1% | -28.8% | +55.9% | +13.6% |
| 1Y | +32.6% | -37.2% | +69.7% | +13.5% |
| 3Y | +40.0% | -73.7% | +113.7% | -8.5% |
| 5Y | +50.8% | -80.7% | +131.6% | -1.7% |
| 10Y | +278.6% | -99.1% | +377.8% | -19.5% |
| All | +1,907.6% | -100.0% | +2,007.6% | +19.5% |
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