+262.2%
UMC vs QSR
+25.8%
+236.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.3% |
| 7D | +9.0% | -4.0% | +13.0% | +9.5% |
| 30D | +17.2% | +2.8% | +14.5% | +16.8% |
| 3M | +11.4% | +5.1% | +6.3% | +10.4% |
| 6M | +137.5% | +8.8% | +128.7% | +131.7% |
| YTD | +193.1% | +14.8% | +178.3% | +180.9% |
| 1Y | +240.3% | +25.7% | +214.6% | +214.7% |
| 3Y | +262.2% | +27.5% | +234.7% | +227.2% |
| All | +262.2% | +25.8% | +236.4% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling