+368.8%
ORCL vs QSR
+126.5%
+242.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +10.9% | -2.4% | +13.3% | +11.6% |
| 30D | +7.0% | +5.7% | +1.3% | +5.3% |
| 3M | -21.2% | +6.9% | -28.1% | -23.0% |
| 6M | +7.4% | +6.9% | +0.5% | +4.5% |
| YTD | -16.3% | +14.9% | -31.2% | -20.5% |
| 1Y | -32.3% | +29.1% | -61.4% | -38.3% |
| 3Y | +32.6% | +26.1% | +6.4% | +20.2% |
| 5Y | +93.1% | +42.3% | +50.8% | +67.3% |
| 10Y | +368.8% | +134.0% | +234.8% | +251.1% |
| All | +368.8% | +126.5% | +242.3% | +251.1% |
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