+415.8%
W vs QSR
+211.0%
+204.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +2.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | -6.2% | +5.9% | -12.1% | -10.4% |
| 3M | +48.9% | +10.5% | +38.4% | +38.0% |
| 6M | +31.2% | +7.7% | +23.5% | +22.5% |
| YTD | -0.4% | +16.8% | -17.2% | -12.9% |
| 1Y | +14.8% | +30.9% | -16.0% | -8.2% |
| 3Y | +40.5% | +28.2% | +12.3% | +12.8% |
| 5Y | -62.1% | +45.0% | -107.1% | -71.8% |
| 10Y | +141.5% | +127.3% | +14.2% | +20.8% |
| All | +415.8% | +211.0% | +204.9% | +133.5% |
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