-0.4%
AR vs QSR
+211.0%
-211.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | +0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +12.6% | +5.9% | +6.7% | +9.9% |
| 3M | +10.0% | +10.5% | -0.4% | +5.3% |
| 6M | +0.6% | +7.7% | -7.1% | -3.3% |
| YTD | +13.4% | +16.8% | -3.4% | +5.3% |
| 1Y | +21.7% | +30.9% | -9.2% | +7.3% |
| 3Y | +45.8% | +28.2% | +17.6% | +26.8% |
| 5Y | +144.3% | +45.0% | +99.3% | +98.1% |
| 10Y | +41.8% | +127.3% | -85.5% | -10.2% |
| All | -0.4% | +211.0% | -211.3% | -43.2% |
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 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