+29.8%
USB vs Q
+56.5%
-26.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -1.5% |
| 7D | -1.5% | -10.3% | +8.8% | -0.7% |
| 30D | +4.3% | -17.7% | +21.9% | +5.9% |
| 3M | -6.1% | -18.8% | +12.7% | -4.6% |
| 6M | +9.4% | -24.8% | +34.2% | +10.7% |
| YTD | +15.2% | +35.0% | -19.8% | +7.2% |
| 1Y | +32.8% | +10.7% | +22.0% | +25.3% |
| All | +29.8% | +56.5% | -26.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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