+111.3%
DD vs QSR
+211.0%
-99.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -7.4% | +5.9% | -13.3% | -9.8% |
| 3M | -6.4% | +10.5% | -16.9% | -10.7% |
| 6M | -2.5% | +7.7% | -10.2% | -6.4% |
| YTD | +10.2% | +16.8% | -6.5% | +2.0% |
| 1Y | +36.9% | +30.9% | +6.1% | +20.5% |
| 3Y | +47.0% | +28.2% | +18.8% | +28.2% |
| 5Y | +63.1% | +45.0% | +18.2% | +33.3% |
| 10Y | +68.2% | +127.3% | -59.1% | +9.1% |
| All | +111.3% | +211.0% | -99.6% | +23.9% |
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