+238.5%
BAH vs QSR
+218.5%
+20.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -3.2% | +2.4% | -5.7% | -3.8% |
| 30D | +2.0% | +7.6% | -5.6% | +0.2% |
| 3M | -7.6% | +12.6% | -20.3% | -10.3% |
| 6M | -5.7% | +14.4% | -20.0% | -8.8% |
| YTD | -11.7% | +19.6% | -31.3% | -15.5% |
| 1Y | -27.4% | +33.9% | -61.2% | -32.4% |
| 3Y | -32.5% | +27.1% | -59.6% | -37.1% |
| 5Y | -3.3% | +48.5% | -51.9% | -13.9% |
| 10Y | +186.0% | +126.2% | +59.8% | +122.5% |
| All | +238.5% | +218.5% | +20.0% | +142.2% |
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