+358.9%
CBOE vs QSR
+135.2%
+223.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | -5.8% | -4.0% | -1.8% | -4.9% |
| 30D | -3.1% | +2.8% | -5.9% | -3.8% |
| 3M | -4.8% | +5.1% | -9.8% | -6.0% |
| 6M | -0.6% | +8.8% | -9.4% | -2.8% |
| YTD | +12.8% | +14.8% | -2.0% | +8.7% |
| 1Y | +19.8% | +25.7% | -6.0% | +12.7% |
| 3Y | +86.9% | +27.5% | +59.4% | +72.1% |
| 5Y | +136.5% | +41.3% | +95.3% | +109.4% |
| All | +358.9% | +135.2% | +223.7% | +243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling