+22.6%
QSR vs SHAK
-21.2%
+43.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +5.0% |
| 7D | +5.2% | +8.3% | -3.2% | +4.1% |
| 30D | +12.2% | +16.7% | -4.5% | +9.9% |
| 3M | +7.0% | +10.0% | -2.9% | +5.7% |
| 6M | -0.3% | -23.8% | +23.5% | +0.1% |
| YTD | +18.0% | -10.3% | +28.3% | +16.2% |
| 1Y | +22.6% | -22.9% | +45.5% | +25.8% |
| All | +22.6% | -21.2% | +43.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling