-37.2%
QID vs UMAC
+164.0%
-201.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.7% |
| 30D | 0.0% | -7.7% | +7.7% | -0.1% |
| 3M | +3.7% | -26.4% | +30.2% | +4.3% |
| 6M | -29.9% | +61.9% | -91.7% | -20.6% |
| YTD | -28.8% | +86.5% | -115.3% | -16.0% |
| 1Y | -37.2% | +156.3% | -193.5% | -22.1% |
| All | -37.2% | +164.0% | -201.2% | -22.1% |
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