+319.7%
RL vs QSR
+137.6%
+182.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +2.6% | -2.9% | +5.5% | +4.1% |
| 30D | +2.9% | +4.1% | -1.2% | +0.8% |
| 3M | 0.0% | -0.7% | +0.7% | 0.0% |
| 6M | +17.1% | +0.4% | +16.7% | +16.0% |
| YTD | +10.1% | +13.5% | -3.4% | +1.7% |
| 1Y | +17.3% | +11.0% | +6.3% | +9.6% |
| 3Y | +249.3% | +22.0% | +227.3% | +203.8% |
| 5Y | +240.9% | +57.1% | +183.8% | +156.8% |
| All | +319.7% | +137.6% | +182.0% | +142.4% |
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