-49.8%
USAR vs QS
-71.4%
+21.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.5% | -13.4% | -12.8% |
| 7D | -21.8% | +4.5% | -26.2% | -25.4% |
| 30D | -39.9% | -4.1% | -35.8% | -37.8% |
| 3M | -52.5% | -22.1% | -30.4% | -40.3% |
| 6M | -67.9% | -38.4% | -29.6% | -51.7% |
| YTD | -31.1% | -57.5% | +26.4% | +53.4% |
| 1Y | -49.8% | -71.3% | +21.5% | +81.8% |
| All | -49.8% | -71.4% | +21.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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