+173.5%
RCL vs QSR
+25.9%
+147.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -2.2% | -2.4% | +0.2% | -1.3% |
| 30D | -15.7% | +5.7% | -21.4% | -17.6% |
| 3M | -8.0% | +6.9% | -14.9% | -10.4% |
| 6M | -10.1% | +6.9% | -17.0% | -13.2% |
| YTD | -5.9% | +14.9% | -20.8% | -12.0% |
| 1Y | -23.5% | +29.1% | -52.6% | -31.8% |
| All | +173.5% | +25.9% | +147.6% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling