+147.4%
URI vs QID
-70.5%
+217.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +0.1% |
| 7D | -9.8% | +9.4% | -19.2% | -5.7% |
| 30D | +1.7% | +31.2% | -29.5% | +15.2% |
| 3M | -9.1% | +17.4% | -26.5% | -1.4% |
| 6M | +9.9% | +8.4% | +1.4% | +16.6% |
| YTD | +31.2% | -15.8% | +47.0% | +25.3% |
| 1Y | +25.9% | -16.3% | +42.3% | +20.5% |
| 3Y | +147.4% | -70.4% | +217.8% | +54.2% |
| All | +147.4% | -70.5% | +217.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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