+59.0%
QSR vs ALK
-29.1%
+88.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.3% |
| 7D | +3.9% | +8.9% | -5.0% | +2.5% |
| 30D | +9.3% | +5.9% | +3.3% | +8.1% |
| 3M | +5.9% | -16.5% | +22.4% | +8.3% |
| 6M | -1.0% | +2.1% | -3.1% | -2.3% |
| YTD | +16.7% | -17.1% | +33.8% | +18.0% |
| 1Y | +18.6% | -2.9% | +21.5% | +16.4% |
| 3Y | +25.4% | +24.5% | +0.9% | +8.8% |
| 5Y | +59.0% | -29.1% | +88.1% | +60.3% |
| All | +59.0% | -29.1% | +88.1% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling