+26.1%
URI vs Q
+68.3%
-42.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.3% |
| 7D | +6.7% | +1.2% | +5.6% | +6.5% |
| 30D | +8.9% | -2.7% | +11.5% | +9.4% |
| 3M | +0.5% | -16.9% | +17.5% | +5.0% |
| 6M | +20.7% | -26.9% | +47.5% | +29.0% |
| YTD | +40.0% | +45.2% | -5.2% | +26.8% |
| 1Y | +34.4% | +38.1% | -3.7% | +22.6% |
| All | +26.1% | +68.3% | -42.2% | +16.8% |
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