+89.8%
RF vs QSR
+46.1%
+43.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -3.4% | +5.9% | -9.3% | -5.6% |
| 3M | +6.4% | +10.5% | -4.1% | +1.9% |
| 6M | +13.4% | +7.7% | +5.7% | +9.3% |
| YTD | +14.2% | +16.8% | -2.5% | +6.1% |
| 1Y | +15.7% | +30.9% | -15.2% | +1.9% |
| 3Y | +91.3% | +28.2% | +63.2% | +64.7% |
| 5Y | +89.8% | +45.0% | +44.8% | +47.2% |
| All | +89.8% | +46.1% | +43.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling