+180.1%
UPS vs QID
-100.0%
+280.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +2.7% |
| 7D | +3.8% | -7.1% | +10.9% | +1.5% |
| 30D | +17.4% | +12.6% | +4.7% | +22.7% |
| 3M | +8.2% | +14.2% | -6.0% | +13.7% |
| 6M | +17.9% | +6.2% | +11.8% | +22.4% |
| YTD | +18.7% | -21.8% | +40.5% | +12.4% |
| 1Y | +24.8% | -23.1% | +47.9% | +17.8% |
| 3Y | -4.5% | -71.3% | +66.8% | -31.0% |
| 5Y | -33.2% | -77.0% | +43.8% | -49.3% |
| 10Y | +44.2% | -99.0% | +143.3% | -55.5% |
| All | +180.1% | -100.0% | +280.0% | -69.8% |
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