-73.0%
QS vs URA
+131.0%
-204.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | -0.4% |
| 7D | +2.2% | +8.1% | -5.9% | -3.8% |
| 30D | -8.1% | +5.8% | -13.8% | -12.0% |
| 3M | -27.0% | +3.4% | -30.5% | -28.8% |
| 6M | -16.4% | -2.6% | -13.8% | -14.6% |
| YTD | -46.4% | +11.2% | -57.5% | -50.5% |
| 1Y | -41.1% | +19.8% | -60.9% | -48.1% |
| 3Y | -18.6% | +121.5% | -140.1% | -57.7% |
| 5Y | -73.0% | +134.5% | -207.5% | -85.9% |
| All | -73.0% | +131.0% | -204.0% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling