-44.6%
QS vs URA
+372.9%
-417.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -39.6% | -8.4% | -31.3% | -35.5% |
| 6M | -21.7% | -12.7% | -9.0% | -13.9% |
| YTD | -47.4% | +7.8% | -55.2% | -49.6% |
| 1Y | -28.4% | +19.5% | -47.8% | -34.8% |
| 3Y | -22.6% | +116.4% | -139.0% | -53.7% |
| 5Y | -75.6% | +134.3% | -209.9% | -85.6% |
| All | -44.6% | +372.9% | -417.5% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling