+9.5%
S vs QSR
+33.2%
-23.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.7% | +2.4% | -10.1% | -7.8% |
| 30D | -5.3% | +7.6% | -13.0% | -5.9% |
| 3M | +20.3% | +12.6% | +7.6% | +18.9% |
| 6M | +47.4% | +14.4% | +33.0% | +44.9% |
| YTD | +32.5% | +19.6% | +12.9% | +29.5% |
| 1Y | +9.5% | +33.9% | -24.3% | -1.3% |
| All | +9.5% | +33.2% | -23.7% | -1.3% |
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