+335.4%
RF vs QSR
+133.7%
+201.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.6% | -4.7% | +3.1% | +0.9% |
| 30D | -4.3% | +4.3% | -8.6% | -6.5% |
| 3M | +5.9% | +5.4% | +0.4% | +2.5% |
| 6M | +14.1% | +8.2% | +6.0% | +8.4% |
| YTD | +13.8% | +14.1% | -0.3% | +4.6% |
| 1Y | +15.2% | +28.1% | -12.9% | -0.8% |
| 3Y | +90.6% | +25.3% | +65.3% | +61.3% |
| 5Y | +88.9% | +40.4% | +48.5% | +47.1% |
| All | +335.4% | +133.7% | +201.6% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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