+18.4%
A vs QSR
+33.2%
-14.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.9% | +2.4% | -4.4% | -2.4% |
| 30D | +6.9% | +7.6% | -0.7% | +5.3% |
| 3M | +9.2% | +12.6% | -3.4% | +6.7% |
| 6M | +25.7% | +14.4% | +11.3% | +22.0% |
| YTD | +11.5% | +19.6% | -8.1% | +7.2% |
| 1Y | +18.4% | +33.9% | -15.5% | +6.8% |
| All | +18.4% | +33.2% | -14.9% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling