-1.2%
QLD vs URI
+23.7%
-25.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.1% | -5.6% | -10.8% |
| 7D | -18.6% | -12.9% | -5.6% | -15.5% |
| 30D | -28.3% | -3.4% | -24.9% | -27.4% |
| 3M | -20.4% | -10.0% | -10.4% | -18.2% |
| 6M | -14.3% | +12.2% | -26.5% | -15.3% |
| YTD | +2.8% | +29.8% | -27.0% | -6.2% |
| 1Y | -1.2% | +24.6% | -25.8% | -6.1% |
| All | -1.2% | +23.7% | -25.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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