+188.6%
QSR vs RRC
+7.3%
+181.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.9% | +6.4% | -9.3% | -3.4% |
| 30D | +4.1% | +23.9% | -19.7% | +2.3% |
| 3M | -0.7% | +30.2% | -30.8% | -2.9% |
| 6M | +0.4% | +26.3% | -25.8% | -1.7% |
| YTD | +13.5% | +48.1% | -34.6% | +9.5% |
| 1Y | +11.0% | +37.7% | -26.7% | +7.7% |
| 3Y | +22.0% | +60.3% | -38.3% | +15.9% |
| 5Y | +57.1% | +135.3% | -78.2% | +41.4% |
| 10Y | +138.3% | +73.3% | +64.9% | +99.3% |
| All | +188.6% | +7.3% | +181.3% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling