-53.2%
S vs QSR
+48.4%
-101.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -7.7% | +2.4% | -10.1% | -8.9% |
| 30D | -5.3% | +7.6% | -13.0% | -9.3% |
| 3M | +20.3% | +12.6% | +7.6% | +11.8% |
| 6M | +47.4% | +14.4% | +33.0% | +34.8% |
| YTD | +32.5% | +19.6% | +12.9% | +17.5% |
| 1Y | +9.5% | +33.9% | -24.3% | -10.6% |
| 3Y | +15.5% | +27.1% | -11.6% | -4.2% |
| 5Y | -71.2% | +48.5% | -119.7% | -82.8% |
| All | -53.2% | +48.4% | -101.6% | -71.9% |
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 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