+75.9%
DE vs QSR
+25.8%
+50.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.6% | -4.0% | +1.4% | -1.4% |
| 30D | +9.0% | +2.8% | +6.3% | +8.3% |
| 3M | +19.1% | +5.1% | +14.1% | +17.3% |
| 6M | +14.4% | +8.8% | +5.6% | +10.9% |
| YTD | +45.9% | +14.8% | +31.1% | +38.6% |
| 1Y | +43.6% | +25.7% | +17.9% | +31.9% |
| 3Y | +75.9% | +27.5% | +48.4% | +56.8% |
| All | +75.9% | +25.8% | +50.1% | +56.8% |
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