+42.3%
QSR vs REPL
-53.9%
+96.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -2.4% | -9.6% | +7.2% | -2.3% |
| 30D | +5.7% | +5.7% | 0.0% | +5.6% |
| 3M | +6.9% | +56.4% | -49.4% | +6.3% |
| 6M | +6.9% | +67.4% | -60.6% | +5.3% |
| YTD | +14.9% | +48.7% | -33.8% | +13.4% |
| 1Y | +29.1% | +148.3% | -119.2% | +25.4% |
| 3Y | +26.1% | -26.7% | +52.8% | +23.1% |
| 5Y | +42.3% | -54.1% | +96.5% | +38.6% |
| All | +42.3% | -53.9% | +96.2% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling