+116.8%
NDAQ vs QSR
+21.7%
+95.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.3% | -2.9% | +4.2% | +2.1% |
| 30D | +18.0% | +4.1% | +13.8% | +16.7% |
| 3M | +11.5% | -0.7% | +12.2% | +11.6% |
| 6M | +21.1% | +0.4% | +20.6% | +20.8% |
| YTD | +12.8% | +13.5% | -0.7% | +9.2% |
| 1Y | +25.7% | +11.0% | +14.7% | +22.2% |
| 3Y | +116.8% | +22.0% | +94.8% | +101.0% |
| All | +116.8% | +21.7% | +95.1% | +101.0% |
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 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