+98.0%
UL vs QSR
+206.0%
-108.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.3% |
| 7D | -3.2% | -2.4% | -0.9% | -2.7% |
| 30D | -0.6% | +5.7% | -6.3% | -1.8% |
| 3M | +9.4% | +6.9% | +2.5% | +7.8% |
| 6M | -4.1% | +6.9% | -11.0% | -5.7% |
| YTD | -2.0% | +14.9% | -16.9% | -5.2% |
| 1Y | -9.0% | +29.1% | -38.1% | -14.2% |
| 3Y | +21.8% | +26.1% | -4.3% | +14.2% |
| 5Y | +20.6% | +42.3% | -21.7% | +9.3% |
| 10Y | +67.7% | +134.0% | -66.2% | +31.6% |
| All | +98.0% | +206.0% | -108.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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