+96.2%
QQQ vs URA
+121.0%
-24.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.9% |
| 7D | +1.5% | +8.1% | -6.6% | -0.5% |
| 30D | -0.6% | +5.8% | -6.4% | -2.2% |
| 3M | +0.4% | +3.4% | -3.0% | -0.9% |
| 6M | +20.1% | -2.6% | +22.7% | +19.4% |
| YTD | +17.2% | +11.2% | +6.1% | +11.8% |
| 1Y | +24.7% | +19.8% | +4.9% | +15.1% |
| 3Y | +96.2% | +121.5% | -25.3% | +50.3% |
| All | +96.2% | +121.0% | -24.8% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling