+780.7%
GOOG vs QSR
+135.2%
+645.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | 0.0% | -4.0% | +4.0% | +1.5% |
| 30D | -2.0% | +2.8% | -4.7% | -2.9% |
| 3M | -5.9% | +5.1% | -11.0% | -7.8% |
| 6M | +8.9% | +8.8% | +0.1% | +5.0% |
| YTD | +7.1% | +14.8% | -7.7% | +1.0% |
| 1Y | +39.7% | +25.7% | +14.0% | +27.2% |
| 3Y | +145.8% | +27.5% | +118.3% | +118.1% |
| 5Y | +138.6% | +41.3% | +97.3% | +101.6% |
| All | +780.7% | +135.2% | +645.5% | +501.4% |
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