+66.0%
QSR vs JAAA
+29.3%
+36.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | +5.4% | +1.2% | +4.2% | +4.6% |
| 6M | +8.2% | +2.7% | +5.5% | +6.4% |
| YTD | +14.1% | +3.2% | +10.9% | +11.9% |
| 1Y | +28.1% | +4.8% | +23.3% | +24.3% |
| 3Y | +25.3% | +19.0% | +6.3% | +13.9% |
| 5Y | +40.4% | +26.8% | +13.6% | +23.9% |
| All | +66.0% | +29.3% | +36.8% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling