-3.5%
LYB vs QSR
+8.7%
-12.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -0.8% |
| 7D | +0.3% | -4.0% | +4.3% | -0.5% |
| 30D | +2.5% | +2.8% | -0.3% | +3.0% |
| 3M | +1.4% | +5.1% | -3.7% | +2.3% |
| 6M | -3.5% | +8.8% | -12.3% | +9.6% |
| All | -3.5% | +8.7% | -12.2% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling