+57.7%
USAR vs QSR
+25.0%
+32.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -6.1% |
| 7D | -9.3% | -4.7% | -4.6% | -10.1% |
| 30D | -15.2% | +4.3% | -19.5% | -14.4% |
| 3M | -21.1% | +5.4% | -26.6% | -20.1% |
| 6M | -21.6% | +8.2% | -29.7% | -19.9% |
| YTD | +34.8% | +14.1% | +20.7% | +39.3% |
| 1Y | +15.6% | +28.1% | -12.5% | +22.3% |
| All | +57.7% | +25.0% | +32.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling