+24.9%
M vs QSR
+28.0%
-3.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | -8.8% | -4.7% | -4.1% | -7.6% |
| 30D | -16.4% | +4.3% | -20.7% | -17.4% |
| 3M | -10.8% | +5.4% | -16.3% | -12.0% |
| 6M | +16.1% | +8.2% | +8.0% | +12.1% |
| YTD | -5.3% | +14.1% | -19.4% | -11.8% |
| 1Y | +24.9% | +28.1% | -3.2% | +9.0% |
| All | +24.9% | +28.0% | -3.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling