+54.2%
RGTI vs QSR
+39.9%
+14.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | +0.5% | -4.0% | +4.5% | +3.0% |
| 30D | -17.1% | +2.8% | -19.9% | -18.7% |
| 3M | -26.0% | +5.1% | -31.1% | -29.3% |
| 6M | -9.9% | +8.8% | -18.7% | -17.9% |
| YTD | -31.1% | +14.8% | -45.9% | -40.3% |
| 1Y | -8.5% | +25.7% | -34.2% | -27.2% |
| 3Y | +652.2% | +27.5% | +624.7% | +509.3% |
| 5Y | +56.8% | +41.3% | +15.5% | +9.3% |
| All | +54.2% | +39.9% | +14.4% | +7.0% |
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 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