+372.6%
B vs QSR
+218.5%
+154.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | +9.4% | +7.6% | +1.8% | +8.2% |
| 3M | +5.0% | +12.6% | -7.6% | +3.0% |
| 6M | -3.5% | +14.4% | -17.9% | -5.9% |
| YTD | +4.5% | +19.6% | -15.2% | +1.1% |
| 1Y | +67.8% | +33.9% | +33.9% | +59.4% |
| 3Y | +196.7% | +27.1% | +169.6% | +183.7% |
| 5Y | +151.9% | +48.5% | +103.4% | +135.3% |
| 10Y | +202.2% | +126.2% | +76.0% | +161.3% |
| All | +372.6% | +218.5% | +154.1% | +314.3% |
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