-20.3%
BROS vs QSR
+23.8%
-44.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.5% | -2.3% |
| 7D | +2.5% | +5.2% | -2.7% | -0.7% |
| 30D | +15.1% | +12.2% | +2.9% | +7.2% |
| 3M | -31.4% | +7.0% | -38.4% | -34.1% |
| 6M | -22.6% | -0.3% | -22.3% | -23.1% |
| YTD | -28.1% | +18.0% | -46.1% | -38.3% |
| 1Y | -20.3% | +22.6% | -42.9% | -37.2% |
| All | -20.3% | +23.8% | -44.1% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling