-21.3%
QS vs URA
+117.9%
-139.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -2.3% | +1.1% | -3.4% | -3.1% |
| 30D | -0.7% | +7.4% | -8.1% | -5.6% |
| 3M | -39.6% | -8.4% | -31.3% | -35.4% |
| 6M | -21.7% | -12.7% | -9.0% | -13.8% |
| YTD | -47.4% | +7.8% | -55.2% | -49.6% |
| 1Y | -28.4% | +19.5% | -47.8% | -33.8% |
| All | -21.3% | +117.9% | -139.2% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling