+12.8%
AR vs QSR
+12.9%
-0.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.4% | -2.9% | +10.3% | +7.0% |
| 30D | +5.8% | +4.1% | +1.6% | +6.3% |
| 3M | +5.2% | -0.7% | +5.9% | +5.4% |
| 6M | +5.4% | +0.4% | +5.0% | +6.1% |
| YTD | +12.4% | +13.5% | -1.1% | +13.9% |
| 1Y | +12.8% | +11.0% | +1.8% | +14.2% |
| All | +12.8% | +12.9% | -0.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling