-47.3%
QS vs UUUU
+760.9%
-808.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.4% |
| 7D | -4.2% | +1.8% | -6.0% | -4.8% |
| 30D | -15.7% | +1.8% | -17.5% | -16.4% |
| 3M | -28.7% | +1.3% | -29.9% | -28.8% |
| 6M | -23.2% | -26.8% | +3.5% | -14.6% |
| YTD | -49.9% | +0.1% | -50.0% | -51.5% |
| 1Y | -38.8% | +11.2% | -50.0% | -45.1% |
| 3Y | -24.0% | +97.7% | -121.7% | -50.7% |
| 5Y | -75.6% | +127.3% | -202.9% | -85.1% |
| All | -47.3% | +760.9% | -808.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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