+9,127.5%
QLD vs URI
+3,649.2%
+5,478.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | +0.6% | -2.0% | +2.5% | +1.5% |
| 30D | -0.1% | -12.9% | +12.8% | +6.6% |
| 3M | -8.4% | -6.7% | -1.6% | -5.7% |
| 6M | +32.2% | +19.0% | +13.2% | +18.3% |
| YTD | +28.9% | +25.5% | +3.4% | +10.8% |
| 1Y | +43.8% | +5.5% | +38.3% | +34.1% |
| 3Y | +176.6% | +111.3% | +65.3% | +81.2% |
| 5Y | +121.6% | +198.6% | -77.0% | +23.8% |
| 10Y | +1,652.9% | +1,179.9% | +473.0% | +361.5% |
| All | +9,127.5% | +3,649.2% | +5,478.3% | +738.5% |
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