+49.9%
XLE vs QSR
+23.8%
+26.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -4.2% |
| 7D | -7.2% | +5.2% | -12.4% | -6.6% |
| 30D | +0.1% | +12.2% | -12.1% | +1.0% |
| 3M | +9.2% | +7.0% | +2.1% | +9.7% |
| 6M | +8.4% | -0.3% | +8.7% | +9.7% |
| YTD | +44.9% | +18.0% | +26.9% | +45.7% |
| 1Y | +49.9% | +22.6% | +27.2% | +51.6% |
| All | +49.9% | +23.8% | +26.0% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling