+274.2%
LOW vs QSR
+206.0%
+68.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -0.6% | -2.4% | +1.7% | +0.4% |
| 30D | -9.3% | +5.7% | -15.0% | -11.5% |
| 3M | -8.1% | +6.9% | -15.0% | -10.8% |
| 6M | -19.8% | +6.9% | -26.6% | -22.3% |
| YTD | -16.4% | +14.9% | -31.3% | -21.7% |
| 1Y | -24.7% | +29.1% | -53.8% | -33.1% |
| 3Y | -8.8% | +26.1% | -34.9% | -19.5% |
| 5Y | +7.8% | +42.3% | -34.5% | -10.7% |
| 10Y | +233.8% | +134.0% | +99.9% | +115.7% |
| All | +274.2% | +206.0% | +68.2% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling