+52.8%
D vs QSR
+207.3%
-154.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | +9.0% | +7.8% | +1.2% | +7.3% |
| 3M | +1.0% | +5.5% | -4.5% | -0.3% |
| 6M | +11.0% | -0.2% | +11.2% | +10.8% |
| YTD | +19.8% | +15.4% | +4.4% | +15.8% |
| 1Y | +16.0% | +15.3% | +0.6% | +12.1% |
| 3Y | +74.4% | +23.7% | +50.6% | +65.0% |
| 5Y | +13.5% | +60.4% | -46.8% | +1.4% |
| 10Y | +48.4% | +142.2% | -93.9% | +19.6% |
| All | +52.8% | +207.3% | -154.5% | +19.7% |
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