+196.9%
QSR vs RVTY
+213.9%
-17.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.7% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +5.9% | +10.8% | -4.9% | +2.8% |
| 3M | +10.5% | +26.8% | -16.3% | +2.8% |
| 6M | +7.7% | +39.3% | -31.6% | -3.2% |
| YTD | +16.8% | +31.6% | -14.8% | +6.2% |
| 1Y | +30.9% | +47.7% | -16.8% | +14.2% |
| 3Y | +28.2% | +19.9% | +8.3% | +15.0% |
| 5Y | +45.0% | -32.3% | +77.3% | +55.8% |
| 10Y | +127.3% | +138.4% | -11.1% | +20.6% |
| All | +196.9% | +213.9% | -17.0% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling