+529.4%
XYZ vs QSR
+187.9%
+341.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -2.9% |
| 7D | -2.1% | -3.9% | +1.8% | +0.7% |
| 30D | +7.0% | +5.9% | +1.1% | +3.0% |
| 3M | +5.1% | +1.7% | +3.4% | +3.8% |
| 6M | +14.1% | -1.9% | +15.9% | +15.0% |
| YTD | +26.4% | +13.6% | +12.7% | +14.4% |
| 1Y | +25.1% | +13.1% | +11.9% | +13.4% |
| 3Y | +59.7% | +21.8% | +37.9% | +34.3% |
| 5Y | -63.8% | +57.2% | -121.0% | -74.2% |
| 10Y | +592.4% | +138.5% | +453.9% | +248.8% |
| All | +529.4% | +187.9% | +341.5% | +183.1% |
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