+319.6%
RF vs QSR
+211.4%
+108.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | -0.9% | +7.3% | -8.2% | -4.3% |
| 30D | +6.0% | +11.9% | -5.9% | +0.2% |
| 3M | -8.9% | +7.5% | -16.4% | -12.4% |
| 6M | +2.3% | +2.5% | -0.1% | +0.3% |
| YTD | +7.6% | +17.0% | -9.4% | -2.1% |
| 1Y | +21.2% | +18.1% | +3.0% | +9.6% |
| 3Y | +108.5% | +28.6% | +79.9% | +76.0% |
| 5Y | +43.2% | +55.8% | -12.5% | +7.5% |
| 10Y | +288.1% | +140.5% | +147.6% | +127.8% |
| All | +319.6% | +211.4% | +108.2% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling