-20.3%
USAR vs QS
-32.2%
+11.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +2.7% |
| 7D | -0.8% | -14.0% | +13.2% | +3.7% |
| 30D | -20.9% | -6.4% | -14.6% | -19.2% |
| 3M | -56.2% | -40.3% | -15.9% | -48.7% |
| 6M | -67.9% | -57.5% | -10.4% | -58.7% |
| YTD | -31.4% | -64.7% | +33.3% | -8.7% |
| 1Y | -45.1% | -72.9% | +27.8% | -23.0% |
| 3Y | -20.3% | -33.5% | +13.1% | +8.0% |
| All | -20.3% | -32.2% | +11.9% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling