+69.4%
USAR vs QS
-46.6%
+116.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -1.7% |
| 7D | -4.4% | -4.2% | -0.2% | -3.4% |
| 30D | -10.4% | -15.7% | +5.3% | -6.2% |
| 3M | -18.4% | -28.7% | +10.3% | -10.9% |
| 6M | -8.8% | -23.2% | +14.4% | -0.7% |
| YTD | +43.4% | -49.9% | +93.3% | +68.6% |
| 1Y | +21.0% | -38.8% | +59.8% | +44.9% |
| 3Y | +67.7% | -24.0% | +91.8% | +100.3% |
| All | +69.4% | -46.6% | +116.0% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling