+152.5%
JPM vs QSR
+40.5%
+112.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | -0.7% | -4.0% | +3.3% | +0.5% |
| 30D | -2.5% | +2.8% | -5.2% | -3.3% |
| 3M | +14.1% | +5.1% | +9.1% | +12.0% |
| 6M | +25.1% | +8.8% | +16.3% | +20.8% |
| YTD | +12.1% | +14.8% | -2.7% | +6.0% |
| 1Y | +18.8% | +25.7% | -6.9% | +8.4% |
| 3Y | +163.4% | +27.5% | +135.9% | +131.3% |
| All | +152.5% | +40.5% | +112.0% | +104.5% |
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