-30.2%
RIG vs QSR
+25.8%
-56.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -3.1% | -4.0% | +0.9% | -2.0% |
| 30D | -0.5% | +2.8% | -3.3% | -1.3% |
| 3M | -6.0% | +5.1% | -11.1% | -7.5% |
| 6M | -10.1% | +8.8% | -18.9% | -13.8% |
| YTD | +37.3% | +14.8% | +22.5% | +28.3% |
| 1Y | +73.9% | +25.7% | +48.2% | +55.3% |
| 3Y | -30.2% | +27.5% | -57.7% | -39.4% |
| All | -30.2% | +25.8% | -56.0% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling