-10.9%
DOW vs QSR
+57.0%
-67.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -6.0% | -2.4% | -3.7% | -5.0% |
| 30D | -2.7% | +5.7% | -8.4% | -5.5% |
| 3M | -10.5% | +6.9% | -17.4% | -13.8% |
| 6M | -12.4% | +6.9% | -19.3% | -16.3% |
| YTD | +30.0% | +14.9% | +15.1% | +19.5% |
| 1Y | +27.8% | +29.1% | -1.3% | +10.5% |
| 3Y | -34.9% | +26.1% | -61.1% | -44.2% |
| 5Y | -35.9% | +42.3% | -78.2% | -49.5% |
| All | -10.9% | +57.0% | -67.9% | -36.9% |
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