+5.2%
LOW vs QSR
+40.5%
-35.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.7% | -4.0% | +0.3% | -2.0% |
| 30D | -8.9% | +2.8% | -11.6% | -10.0% |
| 3M | -10.4% | +5.1% | -15.5% | -12.4% |
| 6M | -19.4% | +8.8% | -28.2% | -22.6% |
| YTD | -17.1% | +14.8% | -31.9% | -22.4% |
| 1Y | -26.3% | +25.7% | -52.0% | -33.9% |
| 3Y | -9.9% | +27.5% | -37.4% | -21.4% |
| All | +5.2% | +40.5% | -35.3% | -16.0% |
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