+35.3%
W vs QSR
+25.9%
+9.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | +5.9% | -2.4% | +8.3% | +7.4% |
| 30D | -3.0% | +5.7% | -8.7% | -6.7% |
| 3M | +40.3% | +6.9% | +33.4% | +34.1% |
| 6M | +32.2% | +6.9% | +25.4% | +24.6% |
| YTD | -0.3% | +14.9% | -15.2% | -10.9% |
| 1Y | +16.2% | +29.1% | -12.9% | -5.5% |
| All | +35.3% | +25.9% | +9.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling