+697.3%
COST vs QSR
+205.8%
+491.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.2% | -4.0% | +2.8% | -0.4% |
| 30D | -4.7% | +2.8% | -7.5% | -5.2% |
| 3M | -7.1% | +5.1% | -12.2% | -8.1% |
| 6M | -8.5% | +8.8% | -17.3% | -10.1% |
| YTD | +5.4% | +14.8% | -9.4% | +2.4% |
| 1Y | -5.6% | +25.7% | -31.4% | -10.0% |
| 3Y | +68.5% | +27.5% | +41.0% | +59.1% |
| 5Y | +105.2% | +41.3% | +64.0% | +89.0% |
| 10Y | +610.7% | +133.8% | +476.9% | +496.1% |
| All | +697.3% | +205.8% | +491.6% | +537.8% |
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