+363.9%
ORCL vs QSR
+218.5%
+145.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +2.4% | +2.8% | +4.6% |
| 30D | +10.0% | +7.6% | +2.3% | +7.7% |
| 3M | -32.6% | +12.6% | -45.2% | -35.1% |
| 6M | +4.9% | +14.4% | -9.4% | +0.2% |
| YTD | -17.8% | +19.6% | -37.4% | -22.8% |
| 1Y | -28.0% | +33.9% | -61.9% | -35.0% |
| 3Y | +36.0% | +27.1% | +8.9% | +23.4% |
| 5Y | +88.7% | +48.5% | +40.2% | +62.0% |
| 10Y | +346.9% | +126.2% | +220.7% | +227.0% |
| All | +363.9% | +218.5% | +145.4% | +203.6% |
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