-47.3%
QS vs QSR
+73.1%
-120.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -5.7% |
| 7D | -4.2% | -2.4% | -1.9% | -2.9% |
| 30D | -15.7% | +5.7% | -21.4% | -18.6% |
| 3M | -28.7% | +6.9% | -35.6% | -32.4% |
| 6M | -23.2% | +6.9% | -30.1% | -28.3% |
| YTD | -49.9% | +14.9% | -64.8% | -55.7% |
| 1Y | -38.8% | +29.1% | -67.9% | -50.7% |
| 3Y | -24.0% | +26.1% | -50.1% | -39.3% |
| 5Y | -75.6% | +42.3% | -117.9% | -83.6% |
| All | -47.3% | +73.1% | -120.4% | -61.8% |
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