+114.9%
RF vs QSR
+25.9%
+89.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -0.9% | +7.3% | -8.2% | -2.8% |
| 30D | +6.0% | +11.9% | -5.9% | +2.8% |
| 3M | -8.9% | +7.5% | -16.4% | -10.8% |
| 6M | +2.3% | +2.5% | -0.1% | +1.4% |
| YTD | +7.6% | +17.0% | -9.4% | +2.1% |
| 1Y | +21.2% | +18.1% | +3.0% | +14.5% |
| All | +114.9% | +25.9% | +89.0% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling