+333.1%
RCL vs QSR
+135.2%
+197.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | -0.1% |
| 7D | -1.9% | -4.0% | +2.1% | +1.6% |
| 30D | -15.5% | +2.8% | -18.3% | -17.8% |
| 3M | -9.7% | +5.1% | -14.8% | -14.3% |
| 6M | -8.7% | +8.8% | -17.5% | -17.0% |
| YTD | -5.8% | +14.8% | -20.6% | -19.0% |
| 1Y | -24.5% | +25.7% | -50.2% | -40.5% |
| 3Y | +173.9% | +27.5% | +146.4% | +99.8% |
| 5Y | +228.0% | +41.3% | +186.7% | +115.8% |
| All | +333.1% | +135.2% | +197.9% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling