+40.4%
UNP vs QS
-90.0%
+130.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.5% | +1.0% |
| 7D | +2.1% | -5.6% | +7.7% | +2.3% |
| 30D | +7.7% | -5.8% | +13.6% | +7.9% |
| 3M | +4.0% | -39.2% | +43.2% | +6.0% |
| 6M | +15.7% | -53.9% | +69.6% | +18.7% |
| YTD | +33.5% | -62.8% | +96.3% | +37.9% |
| 1Y | +38.9% | -73.5% | +112.4% | +45.7% |
| 3Y | +53.7% | -29.1% | +82.7% | +45.1% |
| 5Y | +40.4% | -90.0% | +130.4% | +43.7% |
| All | +40.4% | -90.0% | +130.4% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling