+252.1%
INTC vs QSR
+135.2%
+116.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +7.5% | -4.0% | +11.5% | +9.0% |
| 30D | +2.0% | +2.8% | -0.8% | +0.7% |
| 3M | -12.0% | +5.1% | -17.1% | -14.3% |
| 6M | +114.5% | +8.8% | +105.7% | +105.1% |
| YTD | +179.0% | +14.8% | +164.1% | +160.4% |
| 1Y | +318.3% | +25.7% | +292.6% | +275.0% |
| 3Y | +171.2% | +27.5% | +143.7% | +139.7% |
| 5Y | +107.6% | +41.3% | +66.3% | +74.5% |
| All | +252.1% | +135.2% | +116.9% | +148.5% |
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