+27.5%
QSR vs RGEN
+2.2%
+25.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -4.0% | -1.4% | -2.6% | -3.9% |
| 30D | +2.8% | -0.3% | +3.1% | +2.7% |
| 3M | +5.1% | +23.9% | -18.8% | +2.7% |
| 6M | +8.8% | +38.5% | -29.7% | +5.0% |
| YTD | +14.8% | +0.8% | +14.0% | +13.9% |
| 1Y | +25.7% | +38.2% | -12.5% | +20.7% |
| 3Y | +27.5% | +1.3% | +26.2% | +28.5% |
| All | +27.5% | +2.2% | +25.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling