+7.1%
QLD vs URA
-30.3%
+37.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.1% |
| 7D | -3.8% | +0.3% | -4.1% | -3.7% |
| 30D | -20.5% | -14.8% | -5.8% | -13.3% |
| 3M | -14.6% | -25.3% | +10.7% | -1.0% |
| 6M | -14.7% | -39.9% | +25.3% | +8.1% |
| YTD | +11.2% | -22.4% | +33.6% | +22.8% |
| 1Y | +7.1% | -29.0% | +36.1% | +23.1% |
| All | +7.1% | -30.3% | +37.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling