+26.7%
Q vs QSR
+21.9%
+4.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.2% | +2.4% | -2.2% | +0.4% |
| 30D | -11.1% | +7.6% | -18.8% | -10.8% |
| 3M | -22.1% | +12.6% | -34.8% | -21.9% |
| 6M | +0.5% | +14.4% | -13.9% | +0.4% |
| YTD | +47.8% | +19.6% | +28.2% | +47.0% |
| All | +26.7% | +21.9% | +4.9% | +23.9% |
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