-29.9%
COMP vs QSR
+49.2%
-79.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +1.4% | +2.4% | -1.1% | -0.2% |
| 30D | -13.3% | +7.6% | -21.0% | -17.6% |
| 3M | +41.1% | +12.6% | +28.5% | +29.5% |
| 6M | +17.2% | +14.4% | +2.8% | +3.3% |
| YTD | +5.2% | +19.6% | -14.4% | -10.7% |
| 1Y | +18.9% | +33.9% | -14.9% | -9.2% |
| 3Y | +215.9% | +27.1% | +188.8% | +143.6% |
| All | -29.9% | +49.2% | -79.1% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling