+375.8%
ADP vs QSR
+202.3%
+173.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +2.2% | -2.9% | +5.1% | +3.3% |
| 30D | +10.6% | +4.1% | +6.4% | +8.9% |
| 3M | +12.9% | -0.7% | +13.6% | +13.0% |
| 6M | +50.6% | +0.4% | +50.2% | +49.9% |
| YTD | +23.2% | +13.5% | +9.7% | +16.9% |
| 1Y | +25.3% | +11.0% | +14.3% | +19.8% |
| 3Y | +47.1% | +22.0% | +25.1% | +33.3% |
| 5Y | +50.1% | +57.1% | -7.0% | +22.4% |
| 10Y | +323.6% | +138.3% | +185.4% | +190.4% |
| All | +375.8% | +202.3% | +173.6% | +212.1% |
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