+173.3%
XLE vs QSR
+202.3%
-28.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +5.4% | -2.9% | +8.4% | +6.6% |
| 30D | -3.9% | +4.1% | -8.1% | -5.8% |
| 3M | +7.0% | -0.7% | +7.7% | +6.6% |
| 6M | +14.2% | +0.4% | +13.8% | +12.7% |
| YTD | +48.2% | +13.5% | +34.6% | +38.1% |
| 1Y | +47.7% | +11.0% | +36.7% | +38.7% |
| 3Y | +70.0% | +22.0% | +48.0% | +49.7% |
| 5Y | +169.1% | +57.1% | +112.1% | +106.1% |
| 10Y | +180.7% | +138.3% | +42.5% | +72.8% |
| All | +173.3% | +202.3% | -28.9% | +52.4% |
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