-44.8%
COMP vs QSR
+47.7%
-92.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.5% |
| 3M | +41.1% | +12.6% | +28.5% | +29.7% |
| 6M | +17.2% | +14.4% | +2.8% | +3.6% |
| YTD | +5.2% | +19.6% | -14.4% | -10.4% |
| 1Y | +18.9% | +33.9% | -14.9% | -8.5% |
| 3Y | +215.9% | +27.1% | +188.8% | +146.3% |
| 5Y | -31.2% | +48.5% | -79.7% | -59.9% |
| All | -44.8% | +47.7% | -92.5% | -66.7% |
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