+325.4%
RF vs QSR
+211.2%
+114.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | +4.5% | -4.1% | -1.8% |
| 30D | +6.2% | +9.4% | -3.2% | +1.4% |
| 3M | -7.8% | +7.5% | -15.3% | -11.4% |
| 6M | +5.9% | -0.8% | +6.8% | +5.6% |
| YTD | +9.0% | +16.9% | -7.8% | -0.7% |
| 1Y | +19.3% | +16.3% | +3.0% | +8.8% |
| 3Y | +116.4% | +25.3% | +91.2% | +85.3% |
| 5Y | +46.0% | +60.4% | -14.3% | +8.0% |
| 10Y | +239.8% | +139.2% | +100.6% | +100.2% |
| All | +325.4% | +211.2% | +114.2% | +127.2% |
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 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