-63.2%
W vs QSR
+40.5%
-103.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.6% |
| 7D | -0.9% | -4.0% | +3.1% | +2.6% |
| 30D | -4.2% | +2.8% | -7.0% | -6.9% |
| 3M | +26.9% | +5.1% | +21.8% | +20.7% |
| 6M | +31.2% | +8.8% | +22.4% | +18.9% |
| YTD | -1.8% | +14.8% | -16.7% | -16.1% |
| 1Y | +9.3% | +25.7% | -16.4% | -15.4% |
| 3Y | +33.2% | +27.5% | +5.7% | -3.8% |
| All | -63.2% | +40.5% | -103.8% | -79.7% |
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