+42.3%
QSR vs URA
+132.7%
-90.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -2.4% | +5.7% | -8.1% | -3.0% |
| 30D | +5.7% | +5.6% | +0.1% | +4.9% |
| 3M | +6.9% | +6.2% | +0.7% | +5.9% |
| 6M | +6.9% | -8.2% | +15.1% | +7.0% |
| YTD | +14.9% | +9.7% | +5.2% | +11.2% |
| 1Y | +29.1% | +17.0% | +12.1% | +22.6% |
| 3Y | +26.1% | +118.5% | -92.4% | +4.2% |
| 5Y | +42.3% | +134.3% | -92.0% | +11.7% |
| All | +42.3% | +132.7% | -90.4% | +11.7% |
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