+535.2%
P vs QSR
+195.1%
+340.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +11.6% | -2.9% | +14.6% | +13.0% |
| 30D | -23.7% | +4.1% | -27.8% | -25.7% |
| 3M | -8.0% | -0.7% | -7.3% | -9.0% |
| 6M | +27.9% | +0.4% | +27.5% | +24.5% |
| YTD | +61.2% | +13.5% | +47.6% | +46.2% |
| 1Y | +28.6% | +11.0% | +17.6% | +17.5% |
| 3Y | +200.5% | +22.0% | +178.5% | +154.1% |
| 5Y | +282.9% | +57.1% | +225.9% | +180.2% |
| 10Y | +665.9% | +138.3% | +527.6% | +338.9% |
| All | +535.2% | +195.1% | +340.1% | +231.4% |
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