+56.3%
NYT vs QSR
+25.8%
+30.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.6% | -4.0% | +3.4% | +0.1% |
| 30D | +4.6% | +2.8% | +1.8% | +4.1% |
| 3M | -9.6% | +5.1% | -14.7% | -10.4% |
| 6M | -14.0% | +8.8% | -22.8% | -15.8% |
| YTD | -2.8% | +14.8% | -17.7% | -6.0% |
| 1Y | +15.6% | +25.7% | -10.1% | +9.3% |
| 3Y | +56.3% | +27.5% | +28.8% | +46.1% |
| All | +56.3% | +25.8% | +30.5% | +46.1% |
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