-28.3%
ON vs QSR
+25.0%
-53.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -4.7% | -4.7% | 0.0% | -3.7% |
| 30D | -13.5% | +4.3% | -17.8% | -14.4% |
| 3M | -36.3% | +5.4% | -41.8% | -37.5% |
| 6M | +17.8% | +8.2% | +9.6% | +13.6% |
| YTD | +29.6% | +14.1% | +15.5% | +21.8% |
| 1Y | +45.8% | +28.1% | +17.7% | +29.8% |
| All | -28.3% | +25.0% | -53.3% | -36.8% |
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