-4.1%
XLY vs QSR
+28.6%
-32.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.7% | -4.0% | +2.3% | -1.1% |
| 30D | -4.2% | +2.8% | -6.9% | -4.5% |
| 3M | -2.7% | +5.1% | -7.8% | -3.3% |
| 6M | -0.6% | +8.8% | -9.4% | -2.0% |
| YTD | -5.0% | +14.8% | -19.9% | -7.1% |
| 1Y | -4.1% | +25.7% | -29.8% | -7.4% |
| All | -4.1% | +28.6% | -32.7% | -7.4% |
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 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