+29.5%
A vs QSR
+25.0%
+4.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | -4.6% | -4.7% | +0.1% | -3.2% |
| 30D | -4.3% | +4.3% | -8.6% | -5.5% |
| 3M | +8.9% | +5.4% | +3.5% | +7.0% |
| 6M | +24.5% | +8.2% | +16.4% | +21.0% |
| YTD | +5.8% | +14.1% | -8.3% | +0.8% |
| 1Y | +16.2% | +28.1% | -11.9% | +6.1% |
| All | +29.5% | +25.0% | +4.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling