-34.8%
BROS vs QSR
+33.2%
-68.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.7% | +2.4% | -9.1% | -7.8% |
| 30D | -29.1% | +7.6% | -36.7% | -31.5% |
| 3M | -16.7% | +12.6% | -29.3% | -21.2% |
| 6M | -11.6% | +14.4% | -26.0% | -19.0% |
| YTD | -23.9% | +19.6% | -43.5% | -31.9% |
| 1Y | -34.8% | +33.9% | -68.7% | -41.5% |
| All | -34.8% | +33.2% | -68.0% | -41.5% |
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