+33.0%
USB vs QSR
+17.8%
+15.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.8% | +3.9% | -3.1% | +0.1% |
| 30D | +6.8% | +9.3% | -2.5% | +5.3% |
| 3M | -3.8% | +5.9% | -9.6% | -4.8% |
| 6M | +11.7% | -1.0% | +12.7% | +12.0% |
| YTD | +17.5% | +16.7% | +0.8% | +13.7% |
| All | +33.0% | +17.8% | +15.3% | +28.9% |
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