+149.5%
URI vs QS
-32.2%
+181.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.8% |
| 7D | +6.7% | -14.0% | +20.7% | +8.3% |
| 30D | +8.9% | -6.4% | +15.2% | +9.5% |
| 3M | +0.5% | -40.3% | +40.8% | +5.5% |
| 6M | +20.7% | -57.5% | +78.2% | +30.1% |
| YTD | +40.0% | -64.7% | +104.7% | +52.7% |
| 1Y | +34.4% | -72.9% | +107.3% | +50.1% |
| 3Y | +149.5% | -33.5% | +182.9% | +124.5% |
| All | +149.5% | -32.2% | +181.7% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling