+211.8%
C vs QSR
+202.3%
+9.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.2% | -2.9% | +7.1% | +5.7% |
| 30D | +2.0% | +4.1% | -2.2% | -0.3% |
| 3M | -10.1% | -0.7% | -9.5% | -10.3% |
| 6M | +1.0% | +0.4% | +0.5% | -0.4% |
| YTD | +8.5% | +13.5% | -5.1% | -0.3% |
| 1Y | +25.7% | +11.0% | +14.7% | +16.8% |
| 3Y | +216.0% | +22.0% | +194.0% | +171.7% |
| 5Y | +112.3% | +57.1% | +55.3% | +55.5% |
| 10Y | +217.8% | +138.3% | +79.5% | +81.2% |
| All | +211.8% | +202.3% | +9.5% | +61.5% |
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