+166.7%
XLE vs QSR
+207.3%
-40.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | -4.0% | +7.8% | -11.8% | -7.1% |
| 3M | +4.6% | +5.5% | -0.9% | +1.7% |
| 6M | +12.3% | -0.2% | +12.5% | +11.1% |
| YTD | +44.5% | +15.4% | +29.1% | +33.9% |
| 1Y | +42.4% | +15.3% | +27.1% | +31.7% |
| 3Y | +67.0% | +23.7% | +43.3% | +46.3% |
| 5Y | +161.9% | +60.4% | +101.6% | +98.9% |
| 10Y | +173.9% | +142.2% | +31.6% | +67.5% |
| All | +166.7% | +207.3% | -40.6% | +47.7% |
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 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