+115.0%
UMC vs QSR
+23.8%
+91.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | +0.4% |
| 7D | -14.7% | +5.2% | -19.8% | -12.6% |
| 30D | -32.9% | +12.2% | -45.0% | -29.1% |
| 3M | -22.2% | +7.0% | -29.2% | -18.9% |
| 6M | +25.9% | -0.3% | +26.2% | +30.5% |
| YTD | +107.9% | +18.0% | +89.9% | +119.6% |
| 1Y | +115.0% | +22.6% | +92.4% | +132.6% |
| All | +115.0% | +23.8% | +91.2% | +132.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling