-53.6%
Z vs QSR
+23.8%
-77.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +3.9% | +6.4% |
| 7D | +10.2% | +5.2% | +5.0% | +7.2% |
| 30D | +23.7% | +12.2% | +11.5% | +17.5% |
| 3M | -6.6% | +7.0% | -13.6% | -9.2% |
| 6M | -23.0% | -0.3% | -22.7% | -24.1% |
| YTD | -50.3% | +18.0% | -68.3% | -53.9% |
| 1Y | -53.6% | +22.6% | -76.2% | -58.9% |
| All | -53.6% | +23.8% | -77.4% | -58.9% |
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