+131.7%
QSR vs RBA
+195.3%
-63.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -4.7% | -3.3% | -1.4% | -3.9% |
| 30D | +4.3% | -9.8% | +14.1% | +7.0% |
| 3M | +5.4% | -23.5% | +28.9% | +12.4% |
| 6M | +8.2% | -21.5% | +29.7% | +14.2% |
| YTD | +14.1% | -21.2% | +35.3% | +20.2% |
| 1Y | +28.1% | -30.2% | +58.3% | +39.1% |
| 3Y | +25.3% | +25.3% | -0.1% | +13.9% |
| 5Y | +40.4% | +35.1% | +5.3% | +21.4% |
| All | +131.7% | +195.3% | -63.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling