+301.8%
RL vs QSR
+133.7%
+168.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.2% | -4.7% | +2.5% | +0.1% |
| 30D | -15.3% | +4.3% | -19.7% | -17.1% |
| 3M | -10.3% | +5.4% | -15.8% | -12.9% |
| 6M | -2.2% | +8.2% | -10.4% | -6.7% |
| YTD | -4.3% | +14.1% | -18.4% | -11.5% |
| 1Y | +8.9% | +28.1% | -19.2% | -5.2% |
| 3Y | +201.4% | +25.3% | +176.2% | +159.5% |
| 5Y | +230.6% | +40.4% | +190.2% | +165.0% |
| All | +301.8% | +133.7% | +168.1% | +179.4% |
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