-41.6%
ORCL vs QSR
+12.9%
-54.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.0% | -2.9% | +10.9% | +7.0% |
| 30D | -4.0% | +4.1% | -8.1% | -2.7% |
| 3M | -19.5% | -0.7% | -18.8% | -19.1% |
| 6M | -33.5% | +0.4% | -33.9% | -32.4% |
| YTD | -34.8% | +13.5% | -48.4% | -31.9% |
| 1Y | -41.6% | +11.0% | -52.6% | -39.4% |
| All | -41.6% | +12.9% | -54.5% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling