+1,154.6%
GOOGL vs QSR
+206.0%
+948.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | -7.5% | +5.7% | -13.2% | -9.3% |
| 3M | -9.2% | +6.9% | -16.1% | -11.6% |
| 6M | +8.1% | +6.9% | +1.2% | +5.0% |
| YTD | +5.8% | +14.9% | -9.1% | 0.0% |
| 1Y | +38.3% | +29.1% | +9.2% | +25.2% |
| 3Y | +144.8% | +26.1% | +118.6% | +119.1% |
| 5Y | +132.5% | +42.3% | +90.2% | +97.6% |
| 10Y | +746.7% | +134.0% | +612.7% | +484.7% |
| All | +1,154.6% | +206.0% | +948.7% | +714.9% |
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