+884.7%
URI vs QSR
+218.5%
+666.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | +2.4% | -4.4% | -3.3% |
| 30D | -12.9% | +7.6% | -20.6% | -16.7% |
| 3M | -6.7% | +12.6% | -19.4% | -13.5% |
| 6M | +19.0% | +14.4% | +4.6% | +9.0% |
| YTD | +25.5% | +19.6% | +5.9% | +11.7% |
| 1Y | +5.5% | +33.9% | -28.3% | -12.4% |
| 3Y | +111.3% | +27.1% | +84.2% | +75.7% |
| 5Y | +198.6% | +48.5% | +150.0% | +124.3% |
| 10Y | +1,179.9% | +126.2% | +1,053.7% | +622.3% |
| All | +884.7% | +218.5% | +666.2% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling