+61.2%
BROS vs QSR
+25.0%
+36.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -6.1% | -4.7% | -1.4% | -4.4% |
| 30D | -12.4% | +4.3% | -16.7% | -13.7% |
| 3M | -27.9% | +5.4% | -33.4% | -29.2% |
| 6M | -16.8% | +8.2% | -25.0% | -19.4% |
| YTD | -29.0% | +14.1% | -43.2% | -32.5% |
| 1Y | -33.2% | +28.1% | -61.3% | -38.5% |
| All | +61.2% | +25.0% | +36.2% | +43.5% |
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 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