+150.1%
ALL vs QSR
+25.9%
+124.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.4% |
| 7D | -2.2% | -2.4% | +0.1% | -1.7% |
| 30D | -5.6% | +5.7% | -11.3% | -6.8% |
| 3M | +17.2% | +6.9% | +10.3% | +15.2% |
| 6M | +23.2% | +6.9% | +16.4% | +20.8% |
| YTD | +23.6% | +14.9% | +8.7% | +18.9% |
| 1Y | +29.2% | +29.1% | +0.1% | +20.4% |
| All | +150.1% | +25.9% | +124.2% | +127.2% |
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 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