-49.3%
COMP vs QSR
+44.4%
-93.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.8% | +11.5% |
| 7D | +13.4% | +7.3% | +6.2% | +8.3% |
| 30D | +11.1% | +11.9% | -0.8% | +3.2% |
| 3M | -18.8% | +7.5% | -26.3% | -22.8% |
| 6M | +10.5% | +2.5% | +8.0% | +7.7% |
| YTD | -3.4% | +17.0% | -20.4% | -16.5% |
| 1Y | +19.7% | +18.1% | +1.6% | +2.2% |
| 3Y | +381.6% | +28.6% | +353.0% | +268.1% |
| 5Y | -17.6% | +55.8% | -73.4% | -52.4% |
| All | -49.3% | +44.4% | -93.7% | -69.0% |
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