+24.7%
Z vs QSR
+155.5%
-130.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.0% | +2.4% | -5.4% | -4.3% |
| 30D | -4.2% | +7.6% | -11.8% | -8.1% |
| 3M | -3.7% | +12.6% | -16.3% | -10.2% |
| 6M | -24.5% | +14.4% | -38.9% | -30.7% |
| YTD | -49.3% | +19.6% | -68.9% | -54.9% |
| 1Y | -58.7% | +33.9% | -92.6% | -65.7% |
| 3Y | -34.1% | +27.1% | -61.2% | -44.5% |
| 5Y | -64.5% | +48.5% | -113.1% | -73.0% |
| 10Y | -0.5% | +126.2% | -126.7% | -44.9% |
| All | +24.7% | +155.5% | -130.8% | -37.2% |
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