+6.5%
Z vs QSR
+149.8%
-143.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.8% |
| 7D | -4.6% | +7.3% | -11.8% | -8.2% |
| 30D | +8.3% | +11.9% | -3.6% | +1.9% |
| 3M | -11.6% | +7.5% | -19.1% | -14.9% |
| 6M | -33.6% | +2.5% | -36.1% | -34.5% |
| YTD | -56.7% | +17.0% | -73.6% | -60.8% |
| 1Y | -59.1% | +18.1% | -77.2% | -63.3% |
| 3Y | -20.4% | +28.6% | -49.0% | -32.8% |
| 5Y | -55.3% | +55.8% | -111.0% | -66.5% |
| 10Y | -14.2% | +140.5% | -154.7% | -53.2% |
| All | +6.5% | +149.8% | -143.3% | -45.4% |
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