+204.1%
QSR vs ALLY
+153.3%
+50.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.4% | +3.7% | -1.2% | +1.3% |
| 30D | +7.6% | -2.3% | +9.9% | +8.3% |
| 3M | +12.6% | +3.8% | +8.8% | +11.1% |
| 6M | +14.4% | +9.7% | +4.7% | +10.3% |
| YTD | +19.6% | -1.4% | +21.0% | +19.0% |
| 1Y | +33.9% | +8.2% | +25.6% | +28.7% |
| 3Y | +27.1% | +66.5% | -39.4% | +1.0% |
| 5Y | +48.5% | +1.2% | +47.3% | +34.6% |
| 10Y | +126.2% | +191.4% | -65.2% | +17.8% |
| All | +204.1% | +153.3% | +50.8% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling