+7.1%
USAR vs QS
-36.7%
+43.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.4% |
| 7D | -11.6% | -3.6% | -8.0% | -9.4% |
| 30D | -15.5% | -17.2% | +1.8% | -2.8% |
| 3M | -31.0% | -27.0% | -4.1% | -14.5% |
| 6M | -26.2% | -24.6% | -1.6% | -9.0% |
| YTD | +30.8% | -49.3% | +80.1% | +104.5% |
| 1Y | +7.1% | -40.3% | +47.4% | +112.4% |
| All | +7.1% | -36.7% | +43.8% | +112.4% |
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