+133.5%
QLD vs URI
+136.1%
-2.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.1% | -5.6% | -9.3% |
| 7D | -18.6% | -12.9% | -5.6% | -12.9% |
| 30D | -28.3% | -3.4% | -24.9% | -27.0% |
| 3M | -20.4% | -10.0% | -10.4% | -16.5% |
| 6M | -14.3% | +12.2% | -26.5% | -19.3% |
| YTD | +2.8% | +29.8% | -27.0% | -13.6% |
| 1Y | -1.2% | +24.6% | -25.8% | -14.8% |
| All | +133.5% | +136.1% | -2.6% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling