+190.1%
QSR vs RNG
+417.2%
-227.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -4.7% | -9.6% | +4.9% | -3.7% |
| 30D | +4.3% | +8.8% | -4.5% | +3.3% |
| 3M | +5.4% | +78.6% | -73.2% | -1.4% |
| 6M | +8.2% | +70.3% | -62.1% | +1.0% |
| YTD | +14.1% | +140.3% | -126.2% | +1.7% |
| 1Y | +28.1% | +126.6% | -98.5% | +14.6% |
| 3Y | +25.3% | +120.2% | -94.9% | +9.8% |
| 5Y | +40.4% | -68.3% | +108.7% | +48.4% |
| 10Y | +132.4% | +220.6% | -88.2% | +48.8% |
| All | +190.1% | +417.2% | -227.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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