-23.6%
RKT vs QSR
+70.0%
-93.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.6% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +0.7% | +5.9% | -5.3% | -2.3% |
| 3M | +11.8% | +10.5% | +1.4% | +6.4% |
| 6M | -7.6% | +7.7% | -15.3% | -11.3% |
| YTD | -28.7% | +16.8% | -45.5% | -34.5% |
| 1Y | -32.6% | +30.9% | -63.4% | -41.8% |
| 3Y | +42.1% | +28.2% | +13.9% | +22.7% |
| 5Y | -7.2% | +45.0% | -52.1% | -27.8% |
| All | -23.6% | +70.0% | -93.6% | -43.8% |
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