+54.9%
QSR vs REPL
-17.3%
+72.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.5% |
| 7D | -4.7% | -13.4% | +8.7% | -4.4% |
| 30D | +4.3% | -3.0% | +7.3% | +4.3% |
| 3M | +5.4% | +56.3% | -50.9% | +3.1% |
| 6M | +8.2% | +60.9% | -52.7% | +3.0% |
| YTD | +14.1% | +36.2% | -22.1% | +9.1% |
| 1Y | +28.1% | +121.0% | -92.9% | +18.2% |
| 3Y | +25.3% | -32.8% | +58.1% | +12.5% |
| 5Y | +40.4% | -58.7% | +99.0% | +27.8% |
| All | +54.9% | -17.3% | +72.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling