+382.4%
RCL vs QSR
+202.3%
+180.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.2% | -2.9% | +1.7% | +1.2% |
| 30D | +17.8% | +4.1% | +13.7% | +14.0% |
| 3M | +4.9% | -0.7% | +5.6% | +4.8% |
| 6M | +23.7% | +0.4% | +23.3% | +21.7% |
| YTD | +17.8% | +13.5% | +4.3% | +3.5% |
| 1Y | +28.9% | +11.0% | +17.9% | +15.3% |
| 3Y | +241.9% | +22.0% | +219.9% | +169.8% |
| 5Y | +295.4% | +57.1% | +238.3% | +151.4% |
| 10Y | +344.1% | +138.3% | +205.8% | +121.8% |
| All | +382.4% | +202.3% | +180.1% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling