+15.6%
USAR vs QID
-33.5%
+49.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -3.2% |
| 7D | -9.3% | +2.7% | -12.1% | -6.1% |
| 30D | -15.2% | +3.3% | -18.5% | -11.0% |
| 3M | -21.1% | -5.5% | -15.6% | -20.8% |
| 6M | -21.6% | -28.4% | +6.8% | -35.3% |
| YTD | +34.8% | -26.6% | +61.3% | +14.1% |
| 1Y | +15.6% | -34.1% | +49.8% | +21.6% |
| All | +15.6% | -33.5% | +49.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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