+131.6%
O vs QSR
+206.0%
-74.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -2.3% | -2.4% | +0.1% | -1.4% |
| 30D | -2.4% | +5.7% | -8.1% | -4.6% |
| 3M | -0.6% | +6.9% | -7.5% | -3.3% |
| 6M | -5.0% | +6.9% | -11.9% | -7.9% |
| YTD | +10.4% | +14.9% | -4.5% | +3.6% |
| 1Y | +6.6% | +29.1% | -22.5% | -4.8% |
| 3Y | +28.4% | +26.1% | +2.3% | +13.4% |
| 5Y | +15.3% | +42.3% | -27.0% | -4.9% |
| 10Y | +55.3% | +134.0% | -78.7% | +2.8% |
| All | +131.6% | +206.0% | -74.4% | +50.7% |
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