+11.7%
PL vs QSR
+13.6%
-1.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -4.0% |
| 7D | +22.3% | -3.9% | +26.2% | +19.4% |
| 30D | -8.3% | +5.9% | -14.2% | -5.0% |
| 3M | -43.3% | +1.7% | -44.9% | -42.0% |
| 6M | -65.8% | -1.9% | -64.0% | -64.9% |
| YTD | -29.5% | +13.6% | -43.1% | -22.4% |
| 1Y | +11.7% | +13.1% | -1.4% | +23.6% |
| All | +11.7% | +13.6% | -1.9% | +23.6% |
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