+50.3%
BP vs QSR
+21.7%
+28.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | -2.9% | +6.7% | +4.1% |
| 30D | -5.3% | +4.1% | -9.4% | -5.8% |
| 3M | +9.3% | -0.7% | +9.9% | +9.1% |
| 6M | +7.2% | +0.4% | +6.8% | +6.9% |
| YTD | +38.0% | +13.5% | +24.5% | +34.2% |
| 1Y | +33.2% | +11.0% | +22.2% | +30.0% |
| 3Y | +50.3% | +22.0% | +28.3% | +47.1% |
| All | +50.3% | +21.7% | +28.6% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling