+273.7%
IR vs QSR
+75.3%
+198.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -4.5% | -4.0% | -0.5% | -2.6% |
| 30D | -13.9% | +2.8% | -16.7% | -15.2% |
| 3M | -0.3% | +5.1% | -5.4% | -3.1% |
| 6M | -14.3% | +8.8% | -23.1% | -18.5% |
| YTD | -7.9% | +14.8% | -22.7% | -15.0% |
| 1Y | -9.9% | +25.7% | -35.6% | -20.7% |
| 3Y | +6.5% | +27.5% | -21.0% | -8.9% |
| 5Y | +34.0% | +41.3% | -7.2% | +7.3% |
| All | +273.7% | +75.3% | +198.4% | +142.5% |
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