+204.1%
QSR vs ALK
-17.6%
+221.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.5% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +7.6% | -19.2% | +26.9% | +13.3% |
| 3M | +12.6% | -1.5% | +14.2% | +12.0% |
| 6M | +14.4% | -13.1% | +27.4% | +15.8% |
| YTD | +19.6% | -16.4% | +36.0% | +21.6% |
| 1Y | +33.9% | -33.1% | +66.9% | +43.5% |
| 3Y | +27.1% | +0.6% | +26.5% | +13.9% |
| 5Y | +48.5% | -26.4% | +74.9% | +42.1% |
| 10Y | +126.2% | -34.2% | +160.4% | +83.7% |
| All | +204.1% | -17.6% | +221.7% | +145.6% |
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