+60.4%
QSR vs ALLY
-8.7%
+69.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -2.2% | -2.8% | +0.6% | -1.7% |
| 30D | +7.8% | +1.9% | +5.9% | +7.4% |
| 3M | +5.5% | -12.1% | +17.6% | +7.7% |
| 6M | -0.2% | -9.0% | +8.8% | +1.2% |
| YTD | +15.4% | -12.9% | +28.3% | +17.6% |
| 1Y | +15.3% | -0.1% | +15.4% | +14.6% |
| 3Y | +23.7% | +64.6% | -40.9% | +9.3% |
| 5Y | +60.4% | -10.1% | +70.4% | +66.6% |
| All | +60.4% | -8.7% | +69.0% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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