-99.9%
QID vs URA
-31.1%
-68.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | +0.1% |
| 7D | -0.6% | +1.1% | -1.7% | +0.1% |
| 30D | 0.0% | +7.4% | -7.4% | +4.7% |
| 3M | +3.7% | -8.4% | +12.1% | +2.3% |
| 6M | -29.9% | -12.7% | -17.1% | -30.8% |
| YTD | -28.8% | +7.8% | -36.6% | -19.3% |
| 1Y | -37.2% | +19.5% | -56.6% | -22.2% |
| 3Y | -73.7% | +116.4% | -190.1% | -47.1% |
| 5Y | -80.7% | +134.3% | -215.0% | -50.3% |
| 10Y | -99.1% | +359.3% | -458.4% | -95.4% |
| All | -99.9% | -31.1% | -68.8% | -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