-12.1%
DOW vs QSR
+56.8%
-68.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -1.4% | -4.0% | +2.6% | +0.5% |
| 30D | -3.9% | +2.8% | -6.7% | -5.3% |
| 3M | -12.7% | +5.1% | -17.8% | -15.2% |
| 6M | -13.7% | +8.8% | -22.5% | -18.3% |
| YTD | +28.4% | +14.8% | +13.6% | +18.0% |
| 1Y | +21.8% | +25.7% | -4.0% | +6.6% |
| 3Y | -35.7% | +27.5% | -63.2% | -45.2% |
| 5Y | -36.8% | +41.3% | -78.1% | -50.1% |
| All | -12.1% | +56.8% | -68.9% | -37.7% |
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 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