+31.8%
USB vs QSR
+19.5%
+12.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | 0.0% | +7.3% | -7.3% | -1.2% |
| 30D | +5.8% | +11.9% | -6.1% | +4.0% |
| 3M | -6.0% | +7.5% | -13.5% | -7.1% |
| 6M | +7.8% | +2.5% | +5.3% | +7.5% |
| YTD | +14.6% | +17.0% | -2.4% | +10.9% |
| 1Y | +31.8% | +18.1% | +13.7% | +26.5% |
| All | +31.8% | +19.5% | +12.2% | +26.5% |
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