-60.0%
Z vs QSR
+13.6%
-73.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.4% |
| 7D | -4.9% | -3.9% | -1.0% | -2.8% |
| 30D | +3.0% | +5.9% | -2.9% | +0.5% |
| 3M | -13.4% | +1.7% | -15.1% | -13.8% |
| 6M | -27.3% | -1.9% | -25.5% | -27.0% |
| YTD | -57.8% | +13.6% | -71.4% | -60.2% |
| 1Y | -60.0% | +13.1% | -73.1% | -62.3% |
| All | -60.0% | +13.6% | -73.6% | -62.3% |
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 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