+192.1%
QSR vs XPO
+1,315.0%
-1,122.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.0% |
| 7D | -2.4% | -0.9% | -1.4% | -2.2% |
| 30D | +5.7% | -8.1% | +13.8% | +7.3% |
| 3M | +6.9% | -19.0% | +26.0% | +11.1% |
| 6M | +6.9% | -5.2% | +12.1% | +7.2% |
| YTD | +14.9% | +35.6% | -20.7% | +7.0% |
| 1Y | +29.1% | +41.1% | -12.0% | +18.6% |
| 3Y | +26.1% | +157.9% | -131.8% | -2.1% |
| 5Y | +42.3% | +265.6% | -223.3% | -2.2% |
| 10Y | +134.0% | +1,516.8% | -1,382.8% | +14.5% |
| All | +192.1% | +1,315.0% | -1,122.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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