-99.9%
QID vs URA
-50.4%
-49.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | -0.7% |
| 7D | +1.8% | +0.3% | +1.5% | +2.8% |
| 30D | +21.6% | -14.8% | +36.4% | +12.9% |
| 3M | +12.6% | -25.3% | +37.9% | -2.0% |
| 6M | +6.9% | -39.9% | +46.8% | -14.8% |
| YTD | -20.5% | -22.4% | +1.9% | -23.7% |
| 1Y | -18.1% | -29.0% | +10.9% | -24.3% |
| 3Y | -70.7% | +41.0% | -111.7% | -53.1% |
| 5Y | -77.2% | +38.3% | -115.6% | -56.1% |
| 10Y | -99.0% | +276.1% | -375.1% | -95.4% |
| All | -99.9% | -50.4% | -49.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling