+298.4%
A vs QSR
+211.0%
+87.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.9% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | +0.6% | +5.9% | -5.3% | -1.4% |
| 3M | +10.9% | +10.5% | +0.4% | +7.0% |
| 6M | +28.2% | +7.7% | +20.4% | +24.4% |
| YTD | +8.6% | +16.8% | -8.2% | +2.3% |
| 1Y | +15.5% | +30.9% | -15.3% | +4.5% |
| 3Y | +31.8% | +28.2% | +3.6% | +18.8% |
| 5Y | -14.9% | +45.0% | -59.8% | -27.1% |
| 10Y | +237.8% | +127.3% | +110.5% | +138.1% |
| All | +298.4% | +211.0% | +87.4% | +151.9% |
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