+1,570.9%
QQQ vs URI
+3,389.4%
-1,818.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +0.4% | -2.0% | +2.3% | +0.8% |
| 30D | +0.2% | -12.9% | +13.2% | +3.5% |
| 3M | -2.8% | -6.7% | +3.9% | -1.5% |
| 6M | +18.0% | +19.0% | -1.0% | +11.7% |
| YTD | +17.3% | +25.5% | -8.2% | +8.9% |
| 1Y | +25.6% | +5.5% | +20.0% | +21.3% |
| 3Y | +93.7% | +111.3% | -17.6% | +55.1% |
| 5Y | +94.2% | +198.6% | -104.4% | +40.8% |
| 10Y | +557.9% | +1,179.9% | -622.1% | +213.5% |
| All | +1,570.9% | +3,389.4% | -1,818.5% | +262.0% |
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