+142.2%
QSR vs ALK
-41.4%
+183.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.2% | +2.6% | -4.8% | -2.9% |
| 30D | +7.8% | +7.8% | 0.0% | +5.5% |
| 3M | +5.5% | -15.2% | +20.7% | +9.2% |
| 6M | -0.2% | +5.0% | -5.3% | -3.2% |
| YTD | +15.4% | -18.4% | +33.8% | +17.5% |
| 1Y | +15.3% | -2.4% | +17.7% | +11.6% |
| 3Y | +23.7% | +19.8% | +4.0% | +4.6% |
| 5Y | +60.4% | -27.8% | +88.1% | +54.1% |
| 10Y | +142.2% | -42.0% | +184.2% | +96.0% |
| All | +142.2% | -41.4% | +183.6% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling