+308.8%
ADP vs QSR
+211.0%
+97.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -2.6% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -1.2% | +5.9% | -7.2% | -3.3% |
| 3M | +17.9% | +10.5% | +7.4% | +13.5% |
| 6M | +20.3% | +7.7% | +12.6% | +16.7% |
| YTD | +5.8% | +16.8% | -11.0% | -0.5% |
| 1Y | -7.7% | +30.9% | -38.6% | -16.9% |
| 3Y | +14.7% | +28.2% | -13.5% | +2.0% |
| 5Y | +45.8% | +45.0% | +0.8% | +22.4% |
| 10Y | +270.5% | +127.3% | +143.2% | +156.1% |
| All | +308.8% | +211.0% | +97.8% | +165.6% |
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