+22.6%
BROS vs QSR
+42.4%
-19.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.0% |
| 7D | -6.6% | -2.4% | -4.2% | -5.3% |
| 30D | -12.3% | +5.7% | -18.0% | -15.4% |
| 3M | -22.2% | +6.9% | -29.1% | -25.5% |
| 6M | -14.3% | +6.9% | -21.1% | -18.5% |
| YTD | -26.6% | +14.9% | -41.5% | -33.4% |
| 1Y | -31.5% | +29.1% | -60.6% | -42.6% |
| 3Y | +62.3% | +26.1% | +36.1% | +28.2% |
| All | +22.6% | +42.4% | -19.9% | -28.2% |
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 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