+246.0%
ORCL vs QSR
+211.2%
+34.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -6.5% | +4.5% | -11.0% | -7.7% |
| 30D | -16.6% | +9.4% | -26.0% | -18.8% |
| 3M | -21.6% | +7.5% | -29.1% | -23.4% |
| 6M | -39.4% | -0.8% | -38.5% | -39.7% |
| YTD | -38.7% | +16.9% | -55.5% | -42.2% |
| 1Y | -50.4% | +16.3% | -66.6% | -53.2% |
| 3Y | +8.1% | +25.3% | -17.2% | -1.8% |
| 5Y | +34.5% | +60.4% | -25.8% | +12.7% |
| 10Y | +246.0% | +139.2% | +106.8% | +148.8% |
| All | +246.0% | +211.2% | +34.8% | +127.1% |
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 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