+998.5%
URI vs QSR
+202.3%
+796.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +6.7% | -2.9% | +9.7% | +8.5% |
| 30D | +8.9% | +4.1% | +4.7% | +5.9% |
| 3M | +0.5% | -0.7% | +1.2% | +0.1% |
| 6M | +20.7% | +0.4% | +20.2% | +18.6% |
| YTD | +40.0% | +13.5% | +26.5% | +27.5% |
| 1Y | +34.4% | +11.0% | +23.4% | +23.9% |
| 3Y | +149.5% | +22.0% | +127.5% | +111.3% |
| 5Y | +205.6% | +57.1% | +148.5% | +120.7% |
| 10Y | +1,183.1% | +138.3% | +1,044.8% | +609.9% |
| All | +998.5% | +202.3% | +796.2% | +450.5% |
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