+41.3%
QSR vs RVTY
-32.9%
+74.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | -2.4% | -5.4% | +3.1% | -1.4% |
| 30D | +5.7% | +6.7% | -1.1% | +4.5% |
| 3M | +6.9% | +19.0% | -12.1% | +3.5% |
| 6M | +6.9% | +34.6% | -27.8% | +0.8% |
| YTD | +14.9% | +28.3% | -13.4% | +9.0% |
| 1Y | +29.1% | +46.0% | -16.9% | +19.1% |
| 3Y | +26.1% | +16.9% | +9.2% | +19.4% |
| All | +41.3% | -32.9% | +74.3% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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