+132.7%
QLD vs USAR
-19.4%
+152.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.5% |
| 7D | +7.0% | -0.8% | +7.8% | +7.0% |
| 30D | -14.3% | -20.9% | +6.6% | -13.2% |
| 3M | -16.0% | -56.2% | +40.2% | -12.2% |
| 6M | -14.2% | -67.9% | +53.7% | -9.5% |
| YTD | +12.8% | -31.4% | +44.2% | +17.5% |
| 1Y | +14.1% | -45.1% | +59.1% | +19.0% |
| 3Y | +146.0% | -20.3% | +166.3% | +154.7% |
| All | +132.7% | -19.4% | +152.1% | +149.8% |
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