+485.8%
URI vs QS
-44.4%
+530.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | -12.9% | -0.7% | -12.2% | -13.0% |
| 3M | -6.7% | -39.6% | +32.9% | -3.4% |
| 6M | +19.0% | -21.7% | +40.7% | +20.3% |
| YTD | +25.5% | -47.4% | +72.9% | +30.6% |
| 1Y | +5.5% | -28.4% | +33.9% | +5.7% |
| 3Y | +111.3% | -22.6% | +133.9% | +100.5% |
| 5Y | +198.6% | -75.6% | +274.1% | +188.6% |
| All | +485.8% | -44.4% | +530.1% | +508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling