-19.0%
USAR vs QID
-70.7%
+51.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +2.2% |
| 7D | -0.8% | -7.1% | +6.4% | -3.3% |
| 30D | -20.9% | +12.6% | -33.6% | -15.7% |
| 3M | -56.2% | +14.2% | -70.4% | -52.6% |
| 6M | -67.9% | +6.2% | -74.1% | -65.0% |
| YTD | -31.4% | -21.8% | -9.6% | -28.7% |
| 1Y | -45.1% | -23.1% | -21.9% | -42.8% |
| 3Y | -20.3% | -71.3% | +51.0% | -13.1% |
| All | -19.0% | -70.7% | +51.7% | -11.7% |
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