+11.8%
D vs QSR
+28.6%
-16.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.2% | -4.0% | +1.8% | -1.6% |
| 30D | -4.5% | +2.8% | -7.2% | -5.0% |
| 3M | -2.5% | +5.1% | -7.6% | -3.6% |
| 6M | +5.5% | +8.8% | -3.3% | +4.3% |
| YTD | +13.3% | +14.8% | -1.6% | +11.2% |
| 1Y | +11.8% | +25.7% | -13.9% | +8.0% |
| All | +11.8% | +28.6% | -16.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling