+66.9%
DD vs QSR
+135.2%
-68.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -3.5% | -4.0% | +0.5% | -1.8% |
| 30D | -11.7% | +2.8% | -14.4% | -12.8% |
| 3M | -9.2% | +5.1% | -14.3% | -11.7% |
| 6M | -7.2% | +8.8% | -16.0% | -11.5% |
| YTD | +6.6% | +14.8% | -8.2% | -1.1% |
| 1Y | +32.0% | +25.7% | +6.3% | +17.3% |
| 3Y | +42.1% | +27.5% | +14.6% | +23.0% |
| 5Y | +58.1% | +41.3% | +16.8% | +28.5% |
| All | +66.9% | +135.2% | -68.3% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling