-22.9%
RCL vs QSR
+28.0%
-50.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.5% | -4.7% | +2.2% | -0.9% |
| 30D | -15.7% | +4.3% | -20.0% | -17.0% |
| 3M | -3.6% | +5.4% | -9.1% | -5.3% |
| 6M | -8.7% | +8.2% | -16.8% | -13.0% |
| YTD | -6.2% | +14.1% | -20.3% | -13.5% |
| 1Y | -22.9% | +28.1% | -51.0% | -31.3% |
| All | -22.9% | +28.0% | -50.9% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling