+8,329.0%
QLD vs URI
+4,072.1%
+4,256.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +4.0% |
| 7D | -9.4% | -4.3% | -5.1% | -7.5% |
| 30D | -17.1% | +4.6% | -21.7% | -19.1% |
| 3M | -10.4% | -2.1% | -8.3% | -10.0% |
| 6M | +0.7% | +21.9% | -21.2% | -9.4% |
| YTD | +17.7% | +39.7% | -22.0% | -4.3% |
| 1Y | +14.7% | +32.9% | -18.2% | -4.4% |
| 3Y | +169.6% | +155.8% | +13.8% | +60.8% |
| 5Y | +86.7% | +202.4% | -115.8% | +3.3% |
| 10Y | +1,600.8% | +1,517.7% | +83.0% | +302.7% |
| All | +8,329.0% | +4,072.1% | +4,256.8% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling