+35.6%
UNP vs QS
-39.8%
+75.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -1.2% | -5.0% | +3.8% | -1.2% |
| 30D | -2.0% | -18.3% | +16.3% | -2.1% |
| 3M | +7.5% | -26.0% | +33.5% | +7.6% |
| 6M | +15.3% | -24.0% | +39.4% | +15.1% |
| YTD | +25.4% | -50.3% | +75.7% | +25.7% |
| 1Y | +35.6% | -38.0% | +73.6% | +36.4% |
| All | +35.6% | -39.8% | +75.4% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling