-29.8%
NOW vs QSR
+29.2%
-59.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -4.1% | -2.4% | -1.7% | -3.6% |
| 30D | +2.9% | +5.7% | -2.8% | +1.9% |
| 3M | +22.6% | +6.9% | +15.6% | +21.6% |
| 6M | +7.5% | +6.9% | +0.7% | +5.3% |
| YTD | -14.4% | +14.9% | -29.3% | -17.3% |
| 1Y | -29.8% | +29.1% | -58.9% | -35.2% |
| All | -29.8% | +29.2% | -59.0% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling