+28.2%
QSR vs ALK
+1.7%
+26.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.1% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +5.9% | -18.5% | +24.4% | +8.0% |
| 3M | +10.5% | -3.6% | +14.0% | +10.5% |
| 6M | +7.7% | -3.7% | +11.4% | +7.4% |
| YTD | +16.8% | -19.0% | +35.8% | +18.2% |
| 1Y | +30.9% | -36.0% | +66.9% | +35.6% |
| 3Y | +28.2% | +2.3% | +25.9% | +20.3% |
| All | +28.2% | +1.7% | +26.5% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling