-22.0%
QID vs UMAC
+2.9%
-25.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.9% | +9.0% | -3.2% |
| 7D | +9.8% | -26.0% | +35.8% | +5.9% |
| 30D | +18.9% | -40.3% | +59.2% | +12.2% |
| 3M | +9.6% | -51.1% | +60.7% | +2.3% |
| 6M | -7.8% | -5.6% | -2.2% | -4.2% |
| YTD | -23.3% | +2.3% | -25.6% | -15.3% |
| 1Y | -22.0% | +7.9% | -29.9% | -11.8% |
| All | -22.0% | +2.9% | -25.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling