+47.8%
D vs QSR
+218.5%
-170.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | +2.4% | -1.0% | +1.0% |
| 30D | -2.6% | +7.6% | -10.2% | -4.1% |
| 3M | 0.0% | +12.6% | -12.6% | -2.5% |
| 6M | +7.4% | +14.4% | -7.0% | +4.2% |
| YTD | +15.9% | +19.6% | -3.8% | +11.3% |
| 1Y | +18.1% | +33.9% | -15.8% | +10.7% |
| 3Y | +58.4% | +27.1% | +31.3% | +49.0% |
| 5Y | +5.2% | +48.5% | -43.3% | -4.8% |
| 10Y | +35.9% | +126.2% | -90.3% | +10.2% |
| All | +47.8% | +218.5% | -170.7% | +15.0% |
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