-26.8%
UPS vs QS
-25.4%
-1.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.4% | -0.7% |
| 7D | -3.7% | -4.2% | +0.5% | -3.4% |
| 30D | -3.7% | -15.7% | +11.9% | -2.5% |
| 3M | -6.6% | -28.7% | +22.1% | -4.6% |
| 6M | +2.6% | -23.2% | +25.8% | +3.7% |
| YTD | +4.8% | -49.9% | +54.7% | +9.1% |
| 1Y | +25.3% | -38.8% | +64.1% | +25.8% |
| All | -26.8% | -25.4% | -1.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling