+50.9%
XYZ vs QSR
+28.6%
+22.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +1.4% | +5.9% | -4.5% | -2.1% |
| 3M | +14.6% | +10.5% | +4.1% | +7.9% |
| 6M | +20.8% | +7.7% | +13.1% | +14.8% |
| YTD | +23.1% | +16.8% | +6.3% | +11.6% |
| 1Y | +5.6% | +30.9% | -25.2% | -10.6% |
| 3Y | +50.9% | +28.2% | +22.7% | +25.7% |
| All | +50.9% | +28.6% | +22.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling