-40.3%
QS vs URA
+7.9%
-48.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +4.8% |
| 7D | -3.6% | -5.5% | +1.8% | +1.1% |
| 30D | -17.2% | -3.7% | -13.5% | -14.8% |
| 3M | -27.0% | -2.9% | -24.1% | -25.2% |
| 6M | -24.6% | -15.2% | -9.3% | -13.4% |
| YTD | -49.3% | +1.9% | -51.2% | -51.9% |
| 1Y | -40.3% | +6.9% | -47.3% | -40.5% |
| All | -40.3% | +7.9% | -48.3% | -40.5% |
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