+269.3%
C vs QSR
+28.6%
+240.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +1.3% | +5.9% | -4.6% | -0.1% |
| 3M | +3.1% | +10.5% | -7.4% | +0.5% |
| 6M | +29.6% | +7.7% | +21.9% | +26.9% |
| YTD | +19.0% | +16.8% | +2.2% | +13.8% |
| 1Y | +45.6% | +30.9% | +14.8% | +34.8% |
| 3Y | +269.3% | +28.2% | +241.1% | +241.6% |
| All | +269.3% | +28.6% | +240.6% | +241.6% |
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