+196.7%
QSR vs ALK
-18.3%
+214.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -2.0% |
| 7D | +3.9% | +8.9% | -5.0% | +1.6% |
| 30D | +9.3% | +5.9% | +3.3% | +7.4% |
| 3M | +5.9% | -16.5% | +22.4% | +10.0% |
| 6M | -1.0% | +2.1% | -3.1% | -3.3% |
| YTD | +16.7% | -17.1% | +33.8% | +18.4% |
| 1Y | +18.6% | -2.9% | +21.5% | +14.9% |
| 3Y | +25.4% | +24.5% | +0.9% | +4.7% |
| 5Y | +59.0% | -29.1% | +88.1% | +53.8% |
| 10Y | +130.4% | -39.1% | +169.5% | +91.0% |
| All | +196.7% | -18.3% | +214.9% | +139.1% |
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