-33.6%
Z vs QSR
-2.5%
-31.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.5% |
| 7D | -4.6% | +7.3% | -11.8% | -9.7% |
| 30D | +8.3% | +11.9% | -3.6% | +0.5% |
| 3M | -11.6% | +7.5% | -19.1% | -15.2% |
| 6M | -33.6% | +2.5% | -36.1% | -37.7% |
| All | -33.6% | -2.5% | -31.2% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling