+75.4%
USAR vs QS
-42.8%
+118.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +2.3% | +2.2% | +0.1% | +1.7% |
| 30D | -8.6% | -8.1% | -0.6% | -6.5% |
| 3M | -20.5% | -27.0% | +6.5% | -13.8% |
| 6M | +1.2% | -16.4% | +17.6% | +8.0% |
| YTD | +48.4% | -46.4% | +94.8% | +71.5% |
| 1Y | +30.6% | -41.1% | +71.7% | +54.8% |
| 3Y | +73.6% | -18.6% | +92.3% | +103.6% |
| All | +75.4% | -42.8% | +118.2% | +105.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling