+193.8%
QSR vs RACE
+663.9%
-470.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +3.9% | +3.9% | -0.1% | +2.6% |
| 30D | +9.3% | +7.4% | +1.8% | +6.7% |
| 3M | +5.9% | +1.6% | +4.2% | +5.2% |
| 6M | -1.0% | +23.3% | -24.3% | -8.2% |
| YTD | +16.7% | +14.7% | +2.0% | +9.9% |
| 1Y | +18.6% | +2.5% | +16.1% | +16.0% |
| 3Y | +25.4% | +28.0% | -2.6% | +8.1% |
| 5Y | +59.0% | +69.8% | -10.8% | +19.8% |
| 10Y | +130.4% | +734.9% | -604.5% | -0.3% |
| All | +193.8% | +663.9% | -470.1% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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