-16.8%
UPS vs QS
-44.4%
+27.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -2.9% | -2.3% | -0.6% | -2.8% |
| 30D | -3.5% | -0.7% | -2.8% | -3.5% |
| 3M | -5.7% | -39.6% | +33.9% | -3.6% |
| 6M | -4.4% | -21.7% | +17.3% | -3.7% |
| YTD | +8.0% | -47.4% | +55.4% | +10.7% |
| 1Y | +29.0% | -28.4% | +57.4% | +28.8% |
| 3Y | -27.7% | -22.6% | -5.1% | -30.3% |
| 5Y | -34.3% | -75.6% | +41.3% | -36.3% |
| All | -16.8% | -44.4% | +27.6% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling