+204.1%
QSR vs URA
+187.7%
+16.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.4% | +1.1% | +1.4% | +2.2% |
| 30D | +7.6% | +7.4% | +0.2% | +5.8% |
| 3M | +12.6% | -8.4% | +21.0% | +13.9% |
| 6M | +14.4% | -12.7% | +27.1% | +15.6% |
| YTD | +19.6% | +7.8% | +11.8% | +13.9% |
| 1Y | +33.9% | +19.5% | +14.4% | +22.5% |
| 3Y | +27.1% | +116.4% | -89.3% | -4.9% |
| 5Y | +48.5% | +134.3% | -85.7% | +2.0% |
| 10Y | +126.2% | +359.3% | -233.0% | +4.7% |
| All | +204.1% | +187.7% | +16.4% | +68.7% |
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 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