+71.3%
UNP vs QS
-44.4%
+115.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -5.3% | -2.3% | -3.0% | -5.3% |
| 30D | -1.5% | -0.7% | -0.8% | -1.6% |
| 3M | +10.3% | -39.6% | +49.9% | +11.3% |
| 6M | +9.7% | -21.7% | +31.4% | +9.9% |
| YTD | +27.1% | -47.4% | +74.5% | +28.5% |
| 1Y | +32.6% | -28.4% | +60.9% | +32.3% |
| 3Y | +40.0% | -22.6% | +62.6% | +36.8% |
| 5Y | +50.8% | -75.6% | +126.4% | +47.6% |
| All | +71.3% | -44.4% | +115.6% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling