+476.4%
BHP vs QSR
+135.2%
+341.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -3.6% | -4.0% | +0.4% | -2.1% |
| 30D | -1.2% | +2.8% | -3.9% | -2.3% |
| 3M | +1.2% | +5.1% | -3.9% | -1.2% |
| 6M | +21.4% | +8.8% | +12.6% | +16.1% |
| YTD | +50.4% | +14.8% | +35.6% | +40.0% |
| 1Y | +67.5% | +25.7% | +41.8% | +49.6% |
| 3Y | +72.8% | +27.5% | +45.3% | +51.4% |
| 5Y | +112.6% | +41.3% | +71.3% | +76.0% |
| All | +476.4% | +135.2% | +341.3% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling