+42.5%
DD vs QSR
+25.0%
+17.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -2.9% | -4.7% | +1.8% | -1.6% |
| 30D | -11.5% | +4.3% | -15.8% | -12.7% |
| 3M | -5.4% | +5.4% | -10.8% | -7.2% |
| 6M | -6.9% | +8.2% | -15.1% | -9.9% |
| YTD | +6.9% | +14.1% | -7.2% | +1.2% |
| 1Y | +35.6% | +28.1% | +7.5% | +23.1% |
| All | +42.5% | +25.0% | +17.5% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling