+293.4%
RCL vs QSR
+218.5%
+74.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | +2.4% | -7.5% | -6.9% |
| 30D | -19.0% | +7.6% | -26.6% | -23.8% |
| 3M | -9.6% | +12.6% | -22.2% | -18.3% |
| 6M | -6.7% | +14.4% | -21.1% | -17.7% |
| YTD | -3.9% | +19.6% | -23.5% | -18.7% |
| 1Y | -25.1% | +33.9% | -59.0% | -42.5% |
| 3Y | +179.1% | +27.1% | +152.0% | +113.0% |
| 5Y | +243.3% | +48.5% | +194.8% | +129.9% |
| 10Y | +325.8% | +126.2% | +199.6% | +113.3% |
| All | +293.4% | +218.5% | +74.9% | +74.7% |
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