+629.3%
ON vs QSR
+135.2%
+494.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.1% |
| 7D | +2.4% | -4.0% | +6.4% | +5.3% |
| 30D | -8.6% | +2.8% | -11.4% | -10.5% |
| 3M | -34.3% | +5.1% | -39.4% | -37.6% |
| 6M | +28.5% | +8.8% | +19.7% | +17.7% |
| YTD | +40.6% | +14.8% | +25.8% | +22.8% |
| 1Y | +55.3% | +25.7% | +29.6% | +26.0% |
| 3Y | -22.2% | +27.5% | -49.7% | -40.0% |
| 5Y | +62.4% | +41.3% | +21.1% | +15.0% |
| All | +629.3% | +135.2% | +494.1% | +247.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling