+74.9%
USAR vs QID
-73.3%
+148.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | -2.1% | -0.6% | -1.5% | -2.3% |
| 30D | +2.6% | 0.0% | +2.6% | +3.0% |
| 3M | -35.0% | +3.7% | -38.7% | -32.8% |
| 6M | -6.9% | -29.9% | +23.0% | -9.1% |
| YTD | +48.0% | -28.8% | +76.8% | +44.6% |
| 1Y | +24.8% | -37.2% | +62.0% | +22.2% |
| 3Y | +73.2% | -73.7% | +147.0% | +77.5% |
| All | +74.9% | -73.3% | +148.2% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling