+5.2%
QLD vs USAR
-51.6%
+56.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | +0.3% |
| 7D | -10.3% | -14.5% | +4.2% | -7.5% |
| 30D | -26.1% | -37.8% | +11.8% | -19.2% |
| 3M | -17.8% | -52.8% | +35.0% | -5.8% |
| 6M | -15.6% | -71.2% | +55.7% | +2.9% |
| YTD | +5.4% | -30.9% | +36.3% | +15.6% |
| 1Y | +5.2% | -48.0% | +53.2% | +18.2% |
| All | +5.2% | -51.6% | +56.8% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling