+350.8%
RF vs QSR
+218.5%
+132.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.3% | +2.4% | -1.1% | +0.1% |
| 30D | -3.6% | +7.6% | -11.2% | -7.2% |
| 3M | +8.1% | +12.6% | -4.5% | +1.4% |
| 6M | +11.5% | +14.4% | -2.9% | +3.3% |
| YTD | +15.6% | +19.6% | -4.0% | +4.4% |
| 1Y | +15.7% | +33.9% | -18.2% | -1.8% |
| 3Y | +86.9% | +27.1% | +59.8% | +59.1% |
| 5Y | +89.8% | +48.5% | +41.3% | +46.5% |
| 10Y | +344.7% | +126.2% | +218.5% | +166.7% |
| All | +350.8% | +218.5% | +132.3% | +138.7% |
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