+54.0%
UNP vs QSR
+40.6%
+13.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -1.2% | -4.7% | +3.5% | +0.4% |
| 30D | -2.0% | +4.3% | -6.3% | -3.4% |
| 3M | +7.5% | +5.4% | +2.1% | +5.4% |
| 6M | +15.3% | +8.2% | +7.2% | +11.7% |
| YTD | +25.4% | +14.1% | +11.3% | +19.0% |
| 1Y | +35.6% | +28.1% | +7.5% | +23.2% |
| 3Y | +44.1% | +25.3% | +18.9% | +29.4% |
| 5Y | +54.0% | +40.4% | +13.6% | +28.5% |
| All | +54.0% | +40.6% | +13.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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