+151.4%
ADBE vs QSR
+135.2%
+16.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -5.4% | -4.0% | -1.4% | -3.7% |
| 30D | -2.5% | +2.8% | -5.3% | -3.7% |
| 3M | +15.3% | +5.1% | +10.2% | +12.9% |
| 6M | -7.8% | +8.8% | -16.6% | -11.3% |
| YTD | -27.9% | +14.8% | -42.8% | -32.4% |
| 1Y | -28.0% | +25.7% | -53.8% | -35.2% |
| 3Y | -55.3% | +27.5% | -82.8% | -60.5% |
| 5Y | -61.7% | +41.3% | -103.0% | -67.8% |
| All | +151.4% | +135.2% | +16.2% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling