+170.9%
XLE vs QSR
+211.0%
-40.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +12.6% | +5.9% | +6.7% | +9.9% |
| 3M | +11.8% | +10.5% | +1.4% | +6.9% |
| 6M | +16.1% | +7.7% | +8.4% | +11.5% |
| YTD | +46.9% | +16.8% | +30.1% | +36.1% |
| 1Y | +53.3% | +30.9% | +22.4% | +34.8% |
| 3Y | +54.9% | +28.2% | +26.7% | +34.1% |
| 5Y | +225.7% | +45.0% | +180.7% | +160.8% |
| 10Y | +170.7% | +127.3% | +43.4% | +69.3% |
| All | +170.9% | +211.0% | -40.0% | +50.2% |
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