+150.4%
UPS vs QID
-100.0%
+250.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.7% |
| 7D | -2.1% | -2.7% | +0.6% | -3.0% |
| 30D | -2.3% | +1.8% | -4.1% | -1.7% |
| 3M | -5.2% | -2.2% | -3.1% | -4.9% |
| 6M | +1.4% | -32.1% | +33.5% | -9.0% |
| YTD | +6.1% | -28.6% | +34.7% | -2.9% |
| 1Y | +27.0% | -36.3% | +63.3% | +12.5% |
| 3Y | -25.9% | -74.4% | +48.5% | -48.4% |
| 5Y | -34.6% | -80.8% | +46.2% | -53.4% |
| 10Y | +36.2% | -99.1% | +135.3% | -59.2% |
| All | +150.4% | -100.0% | +250.3% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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