+1,166.0%
GOOG vs QSR
+203.9%
+962.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.5% | -4.7% | +2.2% | -0.9% |
| 30D | -3.6% | +4.3% | -7.9% | -5.1% |
| 3M | -6.4% | +5.4% | -11.9% | -8.5% |
| 6M | +7.8% | +8.2% | -0.4% | +4.3% |
| YTD | +5.5% | +14.1% | -8.6% | -0.2% |
| 1Y | +38.3% | +28.1% | +10.2% | +25.4% |
| 3Y | +143.1% | +25.3% | +117.8% | +118.0% |
| 5Y | +135.0% | +40.4% | +94.6% | +100.6% |
| 10Y | +778.1% | +132.4% | +645.7% | +508.1% |
| All | +1,166.0% | +203.9% | +962.1% | +724.4% |
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 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