+27.5%
QSR vs JAAA
+19.0%
+8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +2.8% | +0.5% | +2.2% | +2.4% |
| 3M | +5.1% | +1.3% | +3.8% | +4.2% |
| 6M | +8.8% | +2.8% | +6.0% | +7.0% |
| YTD | +14.8% | +3.3% | +11.6% | +12.5% |
| 1Y | +25.7% | +4.9% | +20.8% | +21.8% |
| 3Y | +27.5% | +19.0% | +8.6% | +66.0% |
| All | +27.5% | +19.0% | +8.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling