+1,702.8%
UMC vs QSR
+203.9%
+1,498.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +11.4% | -4.7% | +16.1% | +12.7% |
| 30D | +16.8% | +4.3% | +12.5% | +15.4% |
| 3M | +19.1% | +5.4% | +13.6% | +16.7% |
| 6M | +137.4% | +8.2% | +129.3% | +129.8% |
| YTD | +186.4% | +14.1% | +172.2% | +172.2% |
| 1Y | +229.1% | +28.1% | +201.0% | +201.1% |
| 3Y | +257.9% | +25.3% | +232.6% | +226.8% |
| 5Y | +137.5% | +40.4% | +97.2% | +108.7% |
| 10Y | +1,808.2% | +132.4% | +1,675.8% | +1,359.9% |
| All | +1,702.8% | +203.9% | +1,498.9% | +1,205.3% |
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