+384.2%
ALL vs QSR
+218.5%
+165.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | -1.5% | +7.6% | -9.1% | -3.9% |
| 3M | +23.6% | +12.6% | +11.0% | +18.8% |
| 6M | +22.3% | +14.4% | +8.0% | +16.6% |
| YTD | +26.5% | +19.6% | +6.9% | +18.7% |
| 1Y | +27.0% | +33.9% | -6.9% | +14.6% |
| 3Y | +149.6% | +27.1% | +122.5% | +125.8% |
| 5Y | +118.1% | +48.5% | +69.5% | +85.2% |
| 10Y | +369.0% | +126.2% | +242.8% | +236.4% |
| All | +384.2% | +218.5% | +165.7% | +224.0% |
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