+40.9%
QSR vs ALK
-27.4%
+68.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -4.0% | -2.1% | -1.9% | -3.7% |
| 30D | +2.8% | -13.1% | +15.9% | +4.8% |
| 3M | +5.1% | -11.8% | +16.9% | +6.7% |
| 6M | +8.8% | -0.4% | +9.2% | +7.6% |
| YTD | +14.8% | -18.2% | +33.0% | +16.7% |
| 1Y | +25.7% | -35.5% | +61.3% | +32.7% |
| 3Y | +27.5% | +1.8% | +25.7% | +16.9% |
| All | +40.9% | -27.4% | +68.3% | +36.2% |
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 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