+190.5%
QSR vs RACE
+658.2%
-467.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -2.2% | -3.9% | +1.7% | -0.9% |
| 30D | +7.8% | +6.8% | +1.0% | +5.5% |
| 3M | +5.5% | +1.3% | +4.1% | +4.9% |
| 6M | -0.2% | +26.3% | -26.5% | -8.2% |
| YTD | +15.4% | +13.8% | +1.6% | +9.0% |
| 1Y | +15.3% | -0.5% | +15.8% | +13.9% |
| 3Y | +23.7% | +25.6% | -1.9% | +7.4% |
| 5Y | +60.4% | +67.6% | -7.2% | +21.4% |
| 10Y | +142.2% | +724.7% | -582.4% | +5.2% |
| All | +190.5% | +658.2% | -467.7% | +8.9% |
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