+40.9%
QSR vs RRC
+142.8%
-102.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -4.0% | -1.8% | -2.2% | -3.9% |
| 30D | +2.8% | +2.7% | +0.1% | +2.6% |
| 3M | +5.1% | +8.8% | -3.7% | +4.5% |
| 6M | +8.8% | -1.2% | +10.0% | +8.7% |
| YTD | +14.8% | +17.6% | -2.7% | +13.3% |
| 1Y | +25.7% | +18.4% | +7.3% | +23.9% |
| 3Y | +27.5% | +33.1% | -5.6% | +23.6% |
| All | +40.9% | +142.8% | -102.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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