+117.5%
QLD vs USAR
-18.7%
+136.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | +1.9% |
| 7D | -10.3% | -14.5% | +4.2% | -9.4% |
| 30D | -26.1% | -37.8% | +11.8% | -24.1% |
| 3M | -17.8% | -52.8% | +35.0% | -14.4% |
| 6M | -15.6% | -71.2% | +55.7% | -10.7% |
| YTD | +5.4% | -30.9% | +36.3% | +9.8% |
| 1Y | +5.2% | -48.0% | +53.2% | +9.8% |
| 3Y | +139.4% | -19.7% | +159.2% | +147.9% |
| All | +117.5% | -18.7% | +136.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling