+204.1%
QSR vs RBA
+314.8%
-110.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.4% | -2.9% | +5.4% | +3.2% |
| 30D | +7.6% | -12.3% | +19.9% | +11.0% |
| 3M | +12.6% | -20.5% | +33.2% | +18.4% |
| 6M | +14.4% | -18.5% | +32.9% | +19.3% |
| YTD | +19.6% | -18.2% | +37.8% | +24.4% |
| 1Y | +33.9% | -27.5% | +61.4% | +43.3% |
| 3Y | +27.1% | +38.1% | -11.0% | +13.8% |
| 5Y | +48.5% | +44.8% | +3.7% | +28.0% |
| 10Y | +126.2% | +187.1% | -60.9% | +51.5% |
| All | +204.1% | +314.8% | -110.7% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling