+630.2%
NDAQ vs QSR
+211.0%
+419.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +0.5% | +5.9% | -5.5% | -1.3% |
| 3M | +9.9% | +10.5% | -0.6% | +6.6% |
| 6M | +8.2% | +7.7% | +0.5% | +5.5% |
| YTD | -1.5% | +16.8% | -18.3% | -6.3% |
| 1Y | +1.3% | +30.9% | -29.6% | -7.1% |
| 3Y | +92.6% | +28.2% | +64.4% | +75.3% |
| 5Y | +53.8% | +45.0% | +8.8% | +33.4% |
| 10Y | +376.0% | +127.3% | +248.7% | +248.8% |
| All | +630.2% | +211.0% | +419.3% | +392.8% |
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