+190.1%
QSR vs UEC
+544.4%
-354.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.3% |
| 7D | -4.7% | -4.3% | -0.4% | -4.4% |
| 30D | +4.3% | -3.8% | +8.1% | +4.4% |
| 3M | +5.4% | +17.0% | -11.5% | +3.7% |
| 6M | +8.2% | -23.9% | +32.0% | +8.9% |
| YTD | +14.1% | -5.7% | +19.8% | +12.1% |
| 1Y | +28.1% | -12.5% | +40.6% | +25.6% |
| 3Y | +25.3% | +136.5% | -111.2% | +8.5% |
| 5Y | +40.4% | +243.3% | -202.9% | +11.2% |
| 10Y | +132.4% | +939.6% | -807.2% | +47.3% |
| All | +190.1% | +544.4% | -354.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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