+627.5%
ON vs QSR
+211.0%
+416.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -3.0% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -12.4% | +5.9% | -18.4% | -15.7% |
| 3M | -41.2% | +10.5% | -51.7% | -45.7% |
| 6M | +25.0% | +7.7% | +17.3% | +16.0% |
| YTD | +31.3% | +16.8% | +14.5% | +14.7% |
| 1Y | +45.4% | +30.9% | +14.5% | +16.9% |
| 3Y | -27.4% | +28.2% | -55.6% | -42.7% |
| 5Y | +58.5% | +45.0% | +13.5% | +14.6% |
| 10Y | +561.8% | +127.3% | +434.5% | +241.7% |
| All | +627.5% | +211.0% | +416.6% | +236.5% |
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