-37.5%
U vs QSR
+71.4%
-108.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -0.6% | +5.9% | -6.5% | -4.2% |
| 3M | +48.4% | +10.5% | +38.0% | +38.5% |
| 6M | +115.4% | +7.7% | +107.7% | +101.9% |
| YTD | -3.2% | +16.8% | -20.0% | -14.5% |
| 1Y | -6.0% | +30.9% | -36.9% | -23.9% |
| 3Y | +13.5% | +28.2% | -14.7% | -9.1% |
| 5Y | -68.0% | +45.0% | -113.0% | -79.1% |
| All | -37.5% | +71.4% | -108.8% | -55.3% |
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 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