+23.7%
URI vs Q
+75.8%
-52.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -6.0% | +4.0% | -10.0% | -6.9% |
| 30D | +4.6% | -2.3% | +6.9% | +4.9% |
| 3M | -2.7% | -7.9% | +5.2% | -1.2% |
| 6M | +18.4% | -16.0% | +34.4% | +22.0% |
| YTD | +37.4% | +51.7% | -14.3% | +22.9% |
| 1Y | +30.4% | +28.3% | +2.0% | +19.7% |
| All | +23.7% | +75.8% | -52.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling