+485.4%
P vs QSR
+210.9%
+274.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +6.5% | +2.4% | +4.1% | +5.4% |
| 30D | +18.8% | +7.6% | +11.2% | +14.6% |
| 3M | +26.7% | +12.6% | +14.1% | +18.5% |
| 6M | +62.2% | +14.4% | +47.8% | +49.6% |
| YTD | +48.5% | +19.6% | +28.9% | +33.2% |
| 1Y | +26.4% | +33.9% | -7.5% | +6.2% |
| 3Y | +159.4% | +27.1% | +132.3% | +117.6% |
| 5Y | +275.8% | +48.5% | +227.3% | +187.1% |
| 10Y | +732.0% | +126.2% | +605.8% | +388.3% |
| All | +485.4% | +210.9% | +274.4% | +202.0% |
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 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