+18.2%
URI vs Q
+66.4%
-48.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | -0.5% |
| 7D | -9.8% | +0.3% | -10.1% | -9.8% |
| 30D | +1.7% | -9.8% | +11.6% | +4.2% |
| 3M | -9.1% | -12.2% | +3.2% | -6.5% |
| 6M | +9.9% | -21.6% | +31.5% | +15.3% |
| YTD | +31.2% | +43.6% | -12.3% | +19.1% |
| 1Y | +25.9% | +25.7% | +0.2% | +16.6% |
| All | +18.2% | +66.4% | -48.2% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling