-61.9%
USAR vs Q
+66.4%
-128.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.3% | +4.5% | +5.6% |
| 7D | -14.5% | +0.3% | -14.8% | -14.4% |
| 30D | -37.8% | -9.8% | -28.0% | -32.2% |
| 3M | -52.8% | -12.2% | -40.5% | -48.2% |
| 6M | -71.2% | -21.6% | -49.6% | -65.3% |
| YTD | -30.9% | +43.6% | -74.4% | -52.7% |
| 1Y | -48.0% | +25.7% | -73.7% | -62.0% |
| All | -61.9% | +66.4% | -128.3% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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