+265.3%
XLY vs QSR
+205.8%
+59.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -4.0% | +2.3% | -0.2% |
| 30D | -4.2% | +2.8% | -6.9% | -5.2% |
| 3M | -2.7% | +5.1% | -7.8% | -4.7% |
| 6M | -0.6% | +8.8% | -9.4% | -4.3% |
| YTD | -5.0% | +14.8% | -19.9% | -10.6% |
| 1Y | -4.1% | +25.7% | -29.8% | -13.0% |
| 3Y | +33.6% | +27.5% | +6.1% | +18.5% |
| 5Y | +28.7% | +41.3% | -12.5% | +8.9% |
| 10Y | +219.6% | +133.8% | +85.8% | +117.8% |
| All | +265.3% | +205.8% | +59.5% | +133.3% |
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