+29.7%
Q vs QSR
+16.3%
+13.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.8% |
| 7D | +4.1% | -4.7% | +8.8% | +3.8% |
| 30D | -10.7% | +4.3% | -15.0% | -10.5% |
| 3M | -11.7% | +5.4% | -17.1% | -11.5% |
| 6M | +8.3% | +8.2% | +0.2% | +8.2% |
| YTD | +51.3% | +14.1% | +37.2% | +50.1% |
| All | +29.7% | +16.3% | +13.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling