+681.1%
P vs QSR
+135.2%
+545.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | -1.3% | -4.0% | +2.7% | +0.6% |
| 30D | -11.9% | +2.8% | -14.6% | -13.1% |
| 3M | +41.6% | +5.1% | +36.5% | +36.8% |
| 6M | +58.1% | +8.8% | +49.3% | +49.2% |
| YTD | +46.5% | +14.8% | +31.7% | +33.7% |
| 1Y | +19.1% | +25.7% | -6.7% | +2.8% |
| 3Y | +150.6% | +27.5% | +123.1% | +108.1% |
| 5Y | +271.8% | +41.3% | +230.5% | +188.3% |
| All | +681.1% | +135.2% | +545.9% | +384.3% |
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