+24.8%
USAR vs QSR
+33.2%
-8.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -2.1% | +2.4% | -4.6% | -1.9% |
| 30D | +2.6% | +7.6% | -5.0% | +3.6% |
| 3M | -35.0% | +12.6% | -47.6% | -34.4% |
| 6M | -6.9% | +14.4% | -21.2% | -5.8% |
| YTD | +48.0% | +19.6% | +28.4% | +52.0% |
| 1Y | +24.8% | +33.9% | -9.1% | +12.4% |
| All | +24.8% | +33.2% | -8.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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