+67.7%
USAR vs QS
-25.4%
+93.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -1.5% |
| 7D | -4.4% | -4.2% | -0.2% | -3.3% |
| 30D | -10.4% | -15.7% | +5.3% | -5.9% |
| 3M | -18.4% | -28.7% | +10.3% | -10.3% |
| 6M | -8.8% | -23.2% | +14.4% | -0.1% |
| YTD | +43.4% | -49.9% | +93.3% | +70.7% |
| 1Y | +21.0% | -38.8% | +59.8% | +46.8% |
| All | +67.7% | -25.4% | +93.2% | +102.7% |
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