-45.9%
RUN vs QSR
+33.2%
-79.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.3% | +2.4% | -1.2% | +0.5% |
| 30D | -15.3% | +7.6% | -22.9% | -17.3% |
| 3M | -40.0% | +12.6% | -52.6% | -42.6% |
| 6M | -27.0% | +14.4% | -41.3% | -29.9% |
| YTD | -51.7% | +19.6% | -71.3% | -55.7% |
| 1Y | -45.9% | +33.9% | -79.8% | -58.7% |
| All | -45.9% | +33.2% | -79.1% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling