-74.6%
QID vs URA
+117.9%
-192.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | 0.0% |
| 7D | -0.6% | +1.1% | -1.7% | 0.0% |
| 30D | 0.0% | +7.4% | -7.4% | +4.2% |
| 3M | +3.7% | -8.4% | +12.1% | +2.9% |
| 6M | -29.9% | -12.7% | -17.1% | -30.1% |
| YTD | -28.8% | +7.8% | -36.6% | -20.0% |
| 1Y | -37.2% | +19.5% | -56.6% | -23.1% |
| All | -74.6% | +117.9% | -192.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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