+42.3%
QSR vs RBA
+39.8%
+2.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | +5.7% | -13.0% | +18.7% | +8.5% |
| 3M | +6.9% | -23.1% | +30.0% | +12.1% |
| 6M | +6.9% | -22.6% | +29.5% | +11.7% |
| YTD | +14.9% | -20.4% | +35.3% | +19.3% |
| 1Y | +29.1% | -29.6% | +58.7% | +37.2% |
| 3Y | +26.1% | +26.6% | -0.4% | +18.3% |
| 5Y | +42.3% | +38.2% | +4.1% | +29.2% |
| All | +42.3% | +39.8% | +2.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling