+140.9%
QSR vs URA
+266.3%
-125.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -2.9% | -1.5% | -1.4% | -2.7% |
| 30D | +4.1% | -10.4% | +14.6% | +6.0% |
| 3M | -0.7% | -29.6% | +29.0% | +5.3% |
| 6M | +0.4% | -40.3% | +40.7% | +9.1% |
| YTD | +13.5% | -25.5% | +39.0% | +15.5% |
| 1Y | +11.0% | -26.4% | +37.4% | +12.9% |
| 3Y | +22.0% | +31.4% | -9.5% | +3.0% |
| 5Y | +57.1% | +28.6% | +28.5% | +28.8% |
| All | +140.9% | +266.3% | -125.4% | +16.6% |
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