+131.7%
QSR vs ALK
-37.3%
+169.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.7% | -3.1% | -1.6% | -4.0% |
| 30D | +4.3% | -17.1% | +21.4% | +9.0% |
| 3M | +5.4% | -3.8% | +9.2% | +5.6% |
| 6M | +8.2% | -5.3% | +13.4% | +7.3% |
| YTD | +14.1% | -20.3% | +34.4% | +17.3% |
| 1Y | +28.1% | -36.0% | +64.1% | +38.7% |
| 3Y | +25.3% | +0.8% | +24.5% | +12.0% |
| 5Y | +40.4% | -28.5% | +68.9% | +35.3% |
| All | +131.7% | -37.3% | +169.0% | +85.2% |
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