-27.1%
RKT vs QSR
+67.2%
-94.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -6.3% | -4.0% | -2.3% | -4.3% |
| 30D | -6.2% | +2.8% | -8.9% | -7.5% |
| 3M | -1.9% | +5.1% | -7.0% | -4.3% |
| 6M | -13.0% | +8.8% | -21.8% | -16.8% |
| YTD | -31.9% | +14.8% | -46.8% | -36.9% |
| 1Y | -37.6% | +25.7% | -63.3% | -45.0% |
| 3Y | +36.8% | +27.5% | +9.3% | +18.5% |
| 5Y | -9.7% | +41.3% | -51.0% | -29.0% |
| All | -27.1% | +67.2% | -94.3% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling