-11.4%
RKT vs QSR
+40.5%
-52.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -6.3% | -4.0% | -2.3% | -4.1% |
| 30D | -6.2% | +2.8% | -8.9% | -7.6% |
| 3M | -1.9% | +5.1% | -7.0% | -4.6% |
| 6M | -13.0% | +8.8% | -21.8% | -17.2% |
| YTD | -31.9% | +14.8% | -46.8% | -37.4% |
| 1Y | -37.6% | +25.7% | -63.3% | -45.7% |
| 3Y | +36.8% | +27.5% | +9.3% | +15.9% |
| All | -11.4% | +40.5% | -52.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling