+196.9%
QSR vs RRC
-13.5%
+210.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +5.9% | +9.4% | -3.5% | +5.2% |
| 3M | +10.5% | +7.4% | +3.1% | +9.8% |
| 6M | +7.7% | +1.5% | +6.2% | +7.4% |
| YTD | +16.8% | +19.4% | -2.6% | +14.8% |
| 1Y | +30.9% | +24.2% | +6.6% | +28.1% |
| 3Y | +28.2% | +32.8% | -4.6% | +23.7% |
| 5Y | +45.0% | +152.9% | -107.9% | +29.6% |
| 10Y | +127.3% | +3.9% | +123.4% | +98.3% |
| All | +196.9% | -13.5% | +210.4% | +157.0% |
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