+74.9%
USAR vs QS
-44.0%
+118.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | +2.6% | -0.7% | +3.3% | +3.2% |
| 3M | -35.0% | -39.6% | +4.6% | -26.1% |
| 6M | -6.9% | -21.7% | +14.8% | +0.8% |
| YTD | +48.0% | -47.4% | +95.4% | +71.9% |
| 1Y | +24.8% | -28.4% | +53.2% | +45.9% |
| 3Y | +73.2% | -22.6% | +95.8% | +104.2% |
| All | +74.9% | -44.0% | +118.8% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling