+40.4%
QSR vs RGEN
-44.2%
+84.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.7% | -2.9% | -1.8% | -4.4% |
| 30D | +4.3% | -0.1% | +4.4% | +4.3% |
| 3M | +5.4% | +25.9% | -20.5% | +2.8% |
| 6M | +8.2% | +35.2% | -27.1% | +4.3% |
| YTD | +14.1% | +0.5% | +13.6% | +13.3% |
| 1Y | +28.1% | +37.0% | -8.9% | +22.8% |
| 3Y | +25.3% | +2.0% | +23.3% | +21.2% |
| 5Y | +40.4% | -44.2% | +84.6% | +34.6% |
| All | +40.4% | -44.2% | +84.6% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling