+444.2%
NRG vs QSR
+205.8%
+238.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -4.7% | -4.0% | -0.7% | -3.2% |
| 30D | -6.0% | +2.8% | -8.7% | -7.0% |
| 3M | -8.0% | +5.1% | -13.0% | -10.3% |
| 6M | -23.2% | +8.8% | -32.0% | -26.2% |
| YTD | -28.1% | +14.8% | -42.9% | -32.7% |
| 1Y | -27.3% | +25.7% | -53.0% | -34.7% |
| 3Y | +208.7% | +27.5% | +181.1% | +169.6% |
| 5Y | +197.7% | +41.3% | +156.4% | +145.8% |
| 10Y | +1,103.3% | +133.8% | +969.5% | +659.8% |
| All | +444.2% | +205.8% | +238.4% | +217.4% |
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 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