+132.3%
QLD vs USAR
-13.4%
+145.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.5% | +0.3% | +6.4% |
| 7D | -1.4% | -1.1% | -0.4% | -1.4% |
| 30D | -19.6% | -30.3% | +10.7% | -18.0% |
| 3M | -14.1% | -54.7% | +40.5% | -10.5% |
| 6M | -13.6% | -67.5% | +53.9% | -9.2% |
| YTD | +12.5% | -26.4% | +38.9% | +16.7% |
| 1Y | +13.1% | -49.5% | +62.7% | +17.5% |
| 3Y | +154.7% | -14.5% | +169.2% | +162.6% |
| All | +132.3% | -13.4% | +145.7% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling