+188.9%
QSR vs ALK
-23.5%
+212.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.3% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | +5.9% | +3.3% | +2.6% | +4.7% |
| 3M | +1.7% | -17.6% | +19.2% | +6.0% |
| 6M | -1.9% | +0.8% | -2.7% | -3.9% |
| YTD | +13.6% | -22.4% | +36.0% | +17.1% |
| 1Y | +13.1% | -10.1% | +23.2% | +11.7% |
| 3Y | +21.8% | +14.0% | +7.8% | +4.2% |
| 5Y | +57.2% | -29.8% | +87.0% | +51.7% |
| 10Y | +138.5% | -44.8% | +183.3% | +103.1% |
| All | +188.9% | -23.5% | +212.3% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling