+554.4%
URI vs QS
-53.6%
+608.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.8% | +0.1% | +6.3% |
| 7D | -4.0% | +13.7% | -17.7% | -5.0% |
| 30D | +6.8% | -0.2% | +7.0% | +6.7% |
| 3M | -2.8% | -24.8% | +22.0% | -0.8% |
| 6M | +20.9% | -39.4% | +60.2% | +24.7% |
| YTD | +40.2% | -56.1% | +96.4% | +47.8% |
| 1Y | +34.1% | -72.5% | +106.6% | +46.4% |
| 3Y | +164.1% | -16.3% | +180.4% | +149.5% |
| 5Y | +199.3% | -87.6% | +286.9% | +193.8% |
| All | +554.4% | -53.6% | +608.0% | +588.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling