+93.9%
QQQ vs URI
+200.7%
-106.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | +0.4% | -2.0% | +2.3% | +0.9% |
| 30D | +0.2% | -12.9% | +13.2% | +4.4% |
| 3M | -2.8% | -6.7% | +3.9% | -1.1% |
| 6M | +18.0% | +19.0% | -1.0% | +9.9% |
| YTD | +17.3% | +25.5% | -8.2% | +6.1% |
| 1Y | +25.6% | +5.5% | +20.0% | +20.4% |
| 3Y | +93.7% | +111.3% | -17.6% | +37.6% |
| All | +93.9% | +200.7% | -106.8% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling