+227.8%
UNP vs QSR
+211.0%
+16.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.1% | +5.9% | -7.1% | -3.2% |
| 3M | +7.9% | +10.5% | -2.6% | +3.9% |
| 6M | +14.6% | +7.7% | +6.9% | +11.1% |
| YTD | +26.6% | +16.8% | +9.8% | +19.0% |
| 1Y | +35.6% | +30.9% | +4.7% | +22.1% |
| 3Y | +45.5% | +28.2% | +17.3% | +30.1% |
| 5Y | +50.0% | +45.0% | +5.0% | +26.9% |
| 10Y | +271.8% | +127.3% | +144.5% | +157.1% |
| All | +227.8% | +211.0% | +16.8% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling