-64.0%
Z vs QSR
+29.1%
-93.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.1% | -5.7% |
| 7D | -3.3% | +0.1% | -3.3% | -3.2% |
| 30D | -3.7% | +5.9% | -9.6% | -5.2% |
| 3M | -7.0% | +10.5% | -17.5% | -9.1% |
| 6M | -29.5% | +7.7% | -37.2% | -31.6% |
| YTD | -52.6% | +16.8% | -69.3% | -55.1% |
| 1Y | -64.0% | +30.9% | -94.9% | -67.5% |
| All | -64.0% | +29.1% | -93.2% | -67.5% |
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