+75.4%
USAR vs QSR
+11.9%
+63.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.1% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | -8.6% | +5.9% | -14.6% | -7.6% |
| 3M | -20.5% | +10.5% | -31.0% | -19.0% |
| 6M | +1.2% | +7.7% | -6.5% | +3.2% |
| YTD | +48.4% | +16.8% | +31.6% | +53.8% |
| 1Y | +30.6% | +30.9% | -0.3% | +38.2% |
| 3Y | +73.6% | +28.2% | +45.5% | +84.1% |
| All | +75.4% | +11.9% | +63.5% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling