+112.8%
BP vs QSR
+53.9%
+58.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | -2.9% | +6.7% | +4.3% |
| 30D | -5.3% | +4.1% | -9.4% | -6.1% |
| 3M | +9.3% | -0.7% | +9.9% | +9.1% |
| 6M | +7.2% | +0.4% | +6.8% | +6.7% |
| YTD | +38.0% | +13.5% | +24.5% | +33.3% |
| 1Y | +33.2% | +11.0% | +22.2% | +29.1% |
| 3Y | +50.3% | +22.0% | +28.3% | +40.2% |
| All | +112.8% | +53.9% | +58.9% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling