-68.9%
U vs QSR
+40.6%
-109.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | 0.0% | -4.7% | +4.7% | +3.7% |
| 30D | -4.1% | +4.3% | -8.4% | -7.5% |
| 3M | +57.8% | +5.4% | +52.4% | +49.6% |
| 6M | +103.5% | +8.2% | +95.4% | +85.6% |
| YTD | -4.8% | +14.1% | -18.9% | -17.8% |
| 1Y | -2.4% | +28.1% | -30.5% | -25.3% |
| 3Y | +11.7% | +25.3% | -13.6% | -19.0% |
| 5Y | -68.9% | +40.4% | -109.3% | -83.1% |
| All | -68.9% | +40.6% | -109.4% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling