-28.4%
QS vs URA
+17.2%
-45.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -2.3% | +1.1% | -3.4% | -3.4% |
| 30D | -0.7% | +7.4% | -8.1% | -7.0% |
| 3M | -39.6% | -8.4% | -31.3% | -34.4% |
| 6M | -21.7% | -12.7% | -9.0% | -12.5% |
| YTD | -47.4% | +7.8% | -55.2% | -52.7% |
| 1Y | -28.4% | +19.5% | -47.8% | -37.2% |
| All | -28.4% | +17.2% | -45.6% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling