+118.3%
ALL vs QSR
+21.9%
+96.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.1% |
| 7D | 0.0% | -3.9% | +3.9% | +0.9% |
| 30D | +12.8% | +5.9% | +6.9% | +11.3% |
| 3M | +4.7% | +1.7% | +3.0% | +4.2% |
| 6M | +24.9% | -1.9% | +26.8% | +25.1% |
| YTD | +30.0% | +13.6% | +16.4% | +25.3% |
| 1Y | +29.9% | +13.1% | +16.8% | +25.3% |
| All | +118.3% | +21.9% | +96.5% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling