+102.2%
USB vs QSR
+211.4%
-109.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | 0.0% | +7.3% | -7.3% | -2.8% |
| 30D | +5.8% | +11.9% | -6.1% | +1.1% |
| 3M | -6.0% | +7.5% | -13.5% | -8.9% |
| 6M | +7.8% | +2.5% | +5.3% | +6.0% |
| YTD | +14.6% | +17.0% | -2.4% | +6.1% |
| 1Y | +31.8% | +18.1% | +13.7% | +21.4% |
| 3Y | +91.5% | +28.6% | +62.9% | +67.3% |
| 5Y | +22.0% | +55.8% | -33.7% | -2.8% |
| 10Y | +96.1% | +140.5% | -44.5% | +29.9% |
| All | +102.2% | +211.4% | -109.2% | +24.3% |
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