+1,186.2%
URI vs QSR
+133.7%
+1,052.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -0.5% | -4.7% | +4.2% | +2.4% |
| 30D | -13.4% | +4.3% | -17.7% | -15.8% |
| 3M | -6.2% | +5.4% | -11.7% | -9.9% |
| 6M | +28.0% | +8.2% | +19.8% | +20.6% |
| YTD | +23.0% | +14.1% | +8.8% | +11.7% |
| 1Y | +5.5% | +28.1% | -22.6% | -11.1% |
| 3Y | +119.2% | +25.3% | +93.9% | +80.8% |
| 5Y | +201.0% | +40.4% | +160.7% | +128.3% |
| All | +1,186.2% | +133.7% | +1,052.5% | +630.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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