-9.9%
IR vs QSR
+28.6%
-38.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.5% | -4.0% | -0.5% | -3.5% |
| 30D | -13.9% | +2.8% | -16.7% | -14.7% |
| 3M | -0.3% | +5.1% | -5.4% | -1.7% |
| 6M | -14.3% | +8.8% | -23.1% | -17.2% |
| YTD | -7.9% | +14.8% | -22.7% | -13.2% |
| 1Y | -9.9% | +25.7% | -35.6% | -18.3% |
| All | -9.9% | +28.6% | -38.5% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling