-34.4%
DOW vs QSR
+25.0%
-59.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.4% | -4.7% | +2.3% | -0.8% |
| 30D | -4.1% | +4.3% | -8.4% | -5.7% |
| 3M | -12.4% | +5.4% | -17.9% | -14.5% |
| 6M | -10.6% | +8.2% | -18.8% | -14.2% |
| YTD | +31.1% | +14.1% | +17.0% | +22.7% |
| 1Y | +30.5% | +28.1% | +2.4% | +16.1% |
| All | -34.4% | +25.0% | -59.4% | -41.6% |
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