+188.6%
QSR vs RVTY
+281.5%
-92.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -2.9% | -0.5% | -2.5% | -2.8% |
| 30D | +4.1% | +1.5% | +2.6% | +3.3% |
| 3M | -0.7% | +31.5% | -32.1% | -8.8% |
| 6M | +0.4% | +62.7% | -62.2% | -13.6% |
| YTD | +13.5% | +60.0% | -46.4% | -3.0% |
| 1Y | +11.0% | +65.7% | -54.7% | -6.3% |
| 3Y | +22.0% | +85.2% | -63.2% | -4.6% |
| 5Y | +57.1% | -14.9% | +71.9% | +56.6% |
| 10Y | +138.3% | +211.9% | -73.6% | +14.4% |
| All | +188.6% | +281.5% | -92.9% | +16.4% |
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