+36.9%
RKT vs QSR
+25.0%
+11.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -7.2% | -4.7% | -2.5% | -5.0% |
| 30D | -7.9% | +4.3% | -12.2% | -9.8% |
| 3M | +5.2% | +5.4% | -0.3% | +2.5% |
| 6M | -14.9% | +8.2% | -23.1% | -18.3% |
| YTD | -31.9% | +14.1% | -46.0% | -36.6% |
| 1Y | -36.9% | +28.1% | -65.0% | -44.9% |
| All | +36.9% | +25.0% | +11.9% | +13.7% |
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