-46.5%
RUN vs QSR
+28.6%
-75.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -3.7% | -4.0% | +0.3% | -2.7% |
| 30D | -13.0% | +2.8% | -15.8% | -13.8% |
| 3M | -31.8% | +5.1% | -36.9% | -33.0% |
| 6M | -32.2% | +8.8% | -41.0% | -33.2% |
| YTD | -53.5% | +14.8% | -68.3% | -56.2% |
| 1Y | -46.5% | +25.7% | -72.3% | -52.9% |
| All | -46.5% | +28.6% | -75.1% | -52.9% |
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