+158.7%
P vs QSR
+28.6%
+130.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | +7.8% | +0.1% | +7.8% | +7.8% |
| 30D | +12.3% | +5.9% | +6.4% | +11.7% |
| 3M | +37.1% | +10.5% | +26.6% | +35.1% |
| 6M | +66.1% | +7.7% | +58.4% | +63.8% |
| YTD | +50.9% | +16.8% | +34.1% | +46.4% |
| 1Y | +27.2% | +30.9% | -3.7% | +18.7% |
| 3Y | +158.7% | +28.2% | +130.5% | +144.2% |
| All | +158.7% | +28.6% | +130.0% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling