-64.6%
RIG vs QSR
+205.8%
-270.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | -3.1% | -4.0% | +0.9% | -0.8% |
| 30D | -0.5% | +2.8% | -3.3% | -2.2% |
| 3M | -6.0% | +5.1% | -11.1% | -9.2% |
| 6M | -10.1% | +8.8% | -18.9% | -16.1% |
| YTD | +37.3% | +14.8% | +22.5% | +23.3% |
| 1Y | +73.9% | +25.7% | +48.2% | +47.1% |
| 3Y | -30.2% | +27.5% | -57.7% | -42.7% |
| 5Y | +62.5% | +41.3% | +21.2% | +23.1% |
| 10Y | -42.3% | +133.8% | -176.1% | -67.5% |
| All | -64.6% | +205.8% | -270.4% | -83.0% |
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