+83.0%
PL vs QSR
+45.0%
+38.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -9.3% | +2.4% | -11.7% | -10.3% |
| 30D | -18.9% | +7.6% | -26.6% | -21.6% |
| 3M | -58.4% | +12.6% | -71.0% | -61.0% |
| 6M | -30.3% | +14.4% | -44.7% | -36.3% |
| YTD | -8.1% | +19.6% | -27.7% | -18.6% |
| 1Y | +180.5% | +33.9% | +146.6% | +129.8% |
| 3Y | +444.1% | +27.1% | +417.0% | +355.3% |
| 5Y | +83.0% | +48.5% | +34.5% | +25.0% |
| All | +83.0% | +45.0% | +38.1% | +24.7% |
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