+196.9%
QSR vs RGEN
+654.0%
-457.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | +0.1% | -0.9% | +0.9% | +0.2% |
| 30D | +5.9% | +2.8% | +3.1% | +5.5% |
| 3M | +10.5% | +34.5% | -24.0% | +6.3% |
| 6M | +7.7% | +40.5% | -32.7% | +2.8% |
| YTD | +16.8% | +2.8% | +13.9% | +15.4% |
| 1Y | +30.9% | +39.6% | -8.8% | +24.3% |
| 3Y | +28.2% | +4.4% | +23.8% | +22.7% |
| 5Y | +45.0% | -42.8% | +87.7% | +44.6% |
| 10Y | +127.3% | +406.7% | -279.4% | +59.7% |
| All | +196.9% | +654.0% | -457.2% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling