+143.0%
QLD vs USAR
-19.0%
+162.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.7% | +2.2% |
| 7D | -9.4% | -21.8% | +12.4% | -8.1% |
| 30D | -17.1% | -39.9% | +22.9% | -14.7% |
| 3M | -10.4% | -52.5% | +42.1% | -6.8% |
| 6M | +0.7% | -67.9% | +68.7% | +6.2% |
| YTD | +17.7% | -31.1% | +48.8% | +22.6% |
| 1Y | +14.7% | -49.8% | +64.5% | +19.6% |
| 3Y | +169.6% | -19.9% | +189.6% | +179.2% |
| All | +143.0% | -19.0% | +162.0% | +160.7% |
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