+17.2%
O vs QSR
+40.6%
-23.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -3.5% | -4.7% | +1.2% | -2.3% |
| 30D | -3.3% | +4.3% | -7.6% | -4.5% |
| 3M | -2.8% | +5.4% | -8.3% | -4.3% |
| 6M | -5.8% | +8.2% | -13.9% | -8.0% |
| YTD | +9.4% | +14.1% | -4.7% | +5.0% |
| 1Y | +5.7% | +28.1% | -22.4% | -2.1% |
| 3Y | +27.2% | +25.3% | +2.0% | +16.6% |
| 5Y | +17.2% | +40.4% | -23.2% | -3.3% |
| All | +17.2% | +40.6% | -23.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling