+103.2%
USB vs QSR
+214.9%
-111.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.5% | +7.6% | -9.1% | -4.4% |
| 30D | +4.3% | +11.8% | -7.5% | -0.4% |
| 3M | -6.1% | +6.4% | -12.5% | -8.7% |
| 6M | +9.4% | -2.1% | +11.5% | +9.6% |
| YTD | +15.2% | +18.3% | -3.1% | +6.2% |
| 1Y | +32.8% | +21.4% | +11.3% | +20.9% |
| 3Y | +91.3% | +28.5% | +62.8% | +67.2% |
| 5Y | +22.7% | +57.5% | -34.8% | -2.7% |
| 10Y | +97.0% | +143.2% | -46.1% | +30.0% |
| All | +103.2% | +214.9% | -111.6% | +24.4% |
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