+534.7%
QQQ vs URI
+1,173.3%
-638.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +3.6% | +6.7% | -3.1% | +1.7% |
| 30D | -6.7% | +8.9% | -15.6% | -9.1% |
| 3M | -7.0% | +0.5% | -7.6% | -7.5% |
| 6M | -4.7% | +20.7% | -25.3% | -10.4% |
| YTD | +11.1% | +40.0% | -29.0% | -2.0% |
| 1Y | +12.3% | +34.4% | -22.1% | +0.3% |
| 3Y | +83.3% | +149.5% | -66.2% | +31.8% |
| 5Y | +77.5% | +205.6% | -128.1% | +16.1% |
| All | +534.7% | +1,173.3% | -638.7% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling