-49.3%
COMP vs QSR
+40.1%
-89.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | 0.0% | -2.9% | +2.9% | +2.0% |
| 30D | +16.6% | +4.1% | +12.4% | +13.5% |
| 3M | -23.5% | -0.7% | -22.9% | -23.4% |
| 6M | +25.7% | +0.4% | +25.3% | +24.3% |
| YTD | -3.4% | +13.5% | -16.9% | -14.9% |
| 1Y | +7.6% | +11.0% | -3.4% | -3.9% |
| 3Y | +423.6% | +22.0% | +401.6% | +318.2% |
| 5Y | -10.6% | +57.1% | -67.7% | -47.8% |
| All | -49.3% | +40.1% | -89.5% | -68.4% |
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