+166.1%
QLD vs USAR
+74.0%
+92.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.6% | -2.1% | +2.7% | +0.7% |
| 30D | -0.1% | +2.6% | -2.8% | -0.3% |
| 3M | -8.4% | -35.0% | +26.7% | -7.1% |
| 6M | +32.2% | -6.9% | +39.1% | +32.5% |
| YTD | +28.9% | +48.0% | -19.1% | +28.7% |
| 1Y | +43.8% | +24.8% | +19.0% | +44.3% |
| 3Y | +176.6% | +73.2% | +103.4% | +177.3% |
| All | +166.1% | +74.0% | +92.0% | +173.7% |
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