+112.1%
QLD vs USAR
-26.7%
+138.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -9.5% | -3.2% | -12.1% |
| 7D | -18.6% | -29.5% | +10.9% | -16.8% |
| 30D | -28.3% | -46.0% | +17.7% | -25.7% |
| 3M | -20.4% | -56.8% | +36.4% | -16.6% |
| 6M | -14.3% | -72.9% | +58.7% | -8.8% |
| YTD | +2.8% | -37.6% | +40.4% | +7.8% |
| 1Y | -1.2% | -56.0% | +54.8% | +3.7% |
| 3Y | +135.3% | -27.5% | +162.9% | +145.3% |
| All | +112.1% | -26.7% | +138.8% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling