+84.4%
PL vs QSR
+29.1%
+55.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.5% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -25.6% | +5.9% | -31.5% | -24.1% |
| 3M | -45.6% | +10.5% | -56.1% | -43.7% |
| 6M | -29.5% | +7.7% | -37.3% | -28.0% |
| YTD | -9.7% | +16.8% | -26.5% | -7.7% |
| 1Y | +84.4% | +30.9% | +53.5% | +66.2% |
| All | +84.4% | +29.1% | +55.2% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling