+95.7%
QQQ vs QSR
+40.5%
+55.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -4.0% | +3.4% | +0.8% |
| 30D | -1.2% | +2.8% | -4.0% | -2.3% |
| 3M | -0.2% | +5.1% | -5.3% | -2.4% |
| 6M | +17.9% | +8.8% | +9.1% | +13.2% |
| YTD | +16.6% | +14.8% | +1.8% | +9.2% |
| 1Y | +23.0% | +25.7% | -2.7% | +10.1% |
| 3Y | +92.9% | +27.5% | +65.4% | +64.6% |
| All | +95.7% | +40.5% | +55.2% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling