+17.5%
P vs QSR
+23.8%
-6.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.5% | -10.5% | -1.7% |
| 7D | -19.4% | +5.2% | -24.5% | -16.5% |
| 30D | -22.3% | +12.2% | -34.5% | -16.7% |
| 3M | +33.2% | +7.0% | +26.1% | +40.3% |
| 6M | +53.6% | -0.3% | +53.9% | +61.2% |
| YTD | +66.8% | +18.0% | +48.8% | +85.7% |
| 1Y | +17.5% | +22.6% | -5.1% | +32.0% |
| All | +17.5% | +23.8% | -6.3% | +32.0% |
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