+160.1%
M vs QSR
+21.7%
+138.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +7.0% | -2.9% | +10.0% | +8.4% |
| 30D | +8.9% | +4.1% | +4.8% | +7.2% |
| 3M | +4.5% | -0.7% | +5.2% | +4.7% |
| 6M | +36.2% | +0.4% | +35.8% | +35.6% |
| YTD | +15.1% | +13.5% | +1.6% | +7.3% |
| 1Y | +27.4% | +11.0% | +16.5% | +20.2% |
| 3Y | +160.1% | +22.0% | +138.2% | +126.7% |
| All | +160.1% | +21.7% | +138.4% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling