+149.6%
GOOGL vs QSR
+25.8%
+123.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | 0.0% | -4.0% | +4.0% | +0.7% |
| 30D | -1.4% | +2.8% | -4.2% | -1.9% |
| 3M | -5.3% | +5.1% | -10.4% | -6.3% |
| 6M | +9.8% | +8.8% | +1.0% | +7.8% |
| YTD | +8.4% | +14.8% | -6.5% | +5.1% |
| 1Y | +41.2% | +25.7% | +15.5% | +34.2% |
| 3Y | +149.6% | +27.5% | +122.0% | +133.3% |
| All | +149.6% | +25.8% | +123.8% | +133.3% |
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