-68.1%
RGTI vs QSR
+23.8%
-92.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.3% | +3.0% |
| 7D | -9.6% | +5.2% | -14.8% | -7.9% |
| 30D | -26.0% | +12.2% | -38.2% | -22.8% |
| 3M | -35.8% | +7.0% | -42.8% | -33.7% |
| 6M | -36.7% | -0.3% | -36.4% | -34.5% |
| YTD | -49.4% | +18.0% | -67.4% | -47.2% |
| 1Y | -68.1% | +22.6% | -90.8% | -66.6% |
| All | -68.1% | +23.8% | -92.0% | -66.6% |
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