-39.0%
M vs QSR
+218.5%
-257.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.7% | +2.4% | +2.3% | +3.4% |
| 30D | -9.6% | +7.6% | -17.3% | -13.3% |
| 3M | +0.9% | +12.6% | -11.8% | -5.7% |
| 6M | +22.3% | +14.4% | +7.9% | +12.4% |
| YTD | +6.5% | +19.6% | -13.1% | -4.8% |
| 1Y | +38.8% | +33.9% | +4.9% | +16.6% |
| 3Y | +115.9% | +27.1% | +88.8% | +82.7% |
| 5Y | +28.6% | +48.5% | -19.9% | -0.6% |
| 10Y | -2.5% | +126.2% | -128.7% | -39.7% |
| All | -39.0% | +218.5% | -257.5% | -63.8% |
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