+68.6%
PL vs QSR
+38.3%
+30.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -9.0% | -4.7% | -4.3% | -7.2% |
| 30D | -29.6% | +4.3% | -33.9% | -31.0% |
| 3M | -45.7% | +5.4% | -51.1% | -47.5% |
| 6M | -34.3% | +8.2% | -42.4% | -38.3% |
| YTD | -15.4% | +14.1% | -29.5% | -23.5% |
| 1Y | +86.1% | +28.1% | +58.0% | +55.9% |
| 3Y | +509.1% | +25.3% | +483.9% | +409.6% |
| 5Y | +68.3% | +40.4% | +27.9% | +17.3% |
| All | +68.6% | +38.3% | +30.3% | +17.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling