+131.7%
QSR vs URA
+361.2%
-229.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | -4.7% | -1.5% | -3.2% | -4.5% |
| 30D | +4.3% | -0.4% | +4.7% | +4.2% |
| 3M | +5.4% | +6.3% | -0.8% | +3.7% |
| 6M | +8.2% | -14.0% | +22.1% | +9.6% |
| YTD | +14.1% | +5.3% | +8.8% | +9.5% |
| 1Y | +28.1% | +11.7% | +16.4% | +19.8% |
| 3Y | +25.3% | +109.8% | -84.5% | -3.6% |
| 5Y | +40.4% | +108.0% | -67.6% | +2.9% |
| All | +131.7% | +361.2% | -229.6% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling