+322.4%
NET vs QSR
+28.5%
+293.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.0% | -3.1% |
| 7D | -16.4% | +5.2% | -21.5% | -16.8% |
| 30D | -25.8% | +12.2% | -38.0% | -27.0% |
| 3M | -11.5% | +7.0% | -18.6% | -12.5% |
| 6M | +18.9% | -0.3% | +19.2% | +19.1% |
| YTD | +35.2% | +18.0% | +17.2% | +29.5% |
| 1Y | +14.5% | +22.6% | -8.2% | +8.0% |
| All | +322.4% | +28.5% | +293.9% | +263.4% |
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