+5.2%
XYZ vs QSR
+29.2%
-24.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.1% |
| 7D | -3.7% | -2.4% | -1.4% | -2.4% |
| 30D | +0.5% | +5.7% | -5.2% | -2.8% |
| 3M | +16.3% | +6.9% | +9.3% | +11.6% |
| 6M | +21.1% | +6.9% | +14.3% | +14.8% |
| YTD | +22.0% | +14.9% | +7.1% | +10.9% |
| 1Y | +5.2% | +29.1% | -23.9% | -10.8% |
| All | +5.2% | +29.2% | -24.1% | -10.8% |
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