+132.5%
BP vs QSR
+218.5%
-86.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.9% | +2.4% | +1.5% | +2.9% |
| 30D | +7.6% | +7.6% | 0.0% | +4.2% |
| 3M | +0.7% | +12.6% | -11.9% | -4.7% |
| 6M | +15.5% | +14.4% | +1.1% | +8.1% |
| YTD | +30.8% | +19.6% | +11.2% | +19.8% |
| 1Y | +34.3% | +33.9% | +0.4% | +16.5% |
| 3Y | +35.1% | +27.1% | +7.9% | +16.9% |
| 5Y | +126.8% | +48.5% | +78.3% | +78.4% |
| 10Y | +123.4% | +126.2% | -2.8% | +35.3% |
| All | +132.5% | +218.5% | -86.0% | +22.4% |
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