+226.6%
RCL vs QSR
+40.6%
+186.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -2.5% | -4.7% | +2.2% | +0.7% |
| 30D | -15.7% | +4.3% | -20.0% | -18.3% |
| 3M | -3.6% | +5.4% | -9.1% | -7.5% |
| 6M | -8.7% | +8.2% | -16.8% | -14.8% |
| YTD | -6.2% | +14.1% | -20.3% | -16.3% |
| 1Y | -22.9% | +28.1% | -51.0% | -37.2% |
| 3Y | +173.6% | +25.3% | +148.3% | +110.1% |
| 5Y | +226.6% | +40.4% | +186.2% | +86.4% |
| All | +226.6% | +40.6% | +186.0% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling