+37.3%
IR vs QSR
+43.4%
-6.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.3% |
| 7D | -1.9% | -2.4% | +0.5% | -0.8% |
| 30D | -15.0% | +5.7% | -20.7% | -17.3% |
| 3M | -0.4% | +6.9% | -7.4% | -3.7% |
| 6M | -15.0% | +6.9% | -21.9% | -18.4% |
| YTD | -7.1% | +14.9% | -22.0% | -14.0% |
| 1Y | -7.5% | +29.1% | -36.6% | -19.5% |
| 3Y | +6.3% | +26.1% | -19.8% | -9.4% |
| 5Y | +37.3% | +42.3% | -5.0% | +2.5% |
| All | +37.3% | +43.4% | -6.1% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling