+212.4%
URI vs QSR
+43.4%
+169.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +5.0% | -2.4% | +7.4% | +6.2% |
| 30D | -9.4% | +5.7% | -15.1% | -12.1% |
| 3M | -5.8% | +6.9% | -12.8% | -9.6% |
| 6M | +25.8% | +6.9% | +19.0% | +20.5% |
| YTD | +27.9% | +14.9% | +13.0% | +17.3% |
| 1Y | +9.7% | +29.1% | -19.4% | -6.1% |
| 3Y | +128.0% | +26.1% | +101.9% | +88.6% |
| 5Y | +212.4% | +42.3% | +170.1% | +124.8% |
| All | +212.4% | +43.4% | +169.0% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling