+244.3%
C vs QSR
+218.5%
+25.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | +2.4% | +1.2% | +2.4% |
| 30D | +0.1% | +7.6% | -7.6% | -3.7% |
| 3M | +2.4% | +12.6% | -10.2% | -4.1% |
| 6M | +24.9% | +14.4% | +10.6% | +15.4% |
| YTD | +19.8% | +19.6% | +0.2% | +7.7% |
| 1Y | +44.9% | +33.9% | +11.0% | +22.3% |
| 3Y | +263.0% | +27.1% | +235.9% | +206.3% |
| 5Y | +129.5% | +48.5% | +81.0% | +74.4% |
| 10Y | +291.6% | +126.2% | +165.4% | +127.2% |
| All | +244.3% | +218.5% | +25.8% | +74.5% |
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 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