+265.4%
ADBE vs QSR
+206.0%
+59.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -8.9% | -2.4% | -6.6% | -8.0% |
| 30D | -6.6% | +5.7% | -12.3% | -8.7% |
| 3M | +7.1% | +6.9% | +0.2% | +4.3% |
| 6M | -9.8% | +6.9% | -16.6% | -12.4% |
| YTD | -27.2% | +14.9% | -42.1% | -31.4% |
| 1Y | -28.0% | +29.1% | -57.1% | -35.5% |
| 3Y | -54.5% | +26.1% | -80.6% | -59.3% |
| 5Y | -61.5% | +42.3% | -103.8% | -67.3% |
| 10Y | +156.4% | +134.0% | +22.5% | +77.2% |
| All | +265.4% | +206.0% | +59.5% | +139.6% |
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