+210.9%
RL vs QSR
+28.6%
+182.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -12.2% | +5.9% | -18.1% | -13.7% |
| 3M | -6.6% | +10.5% | -17.1% | -9.5% |
| 6M | +3.2% | +7.7% | -4.6% | +0.2% |
| YTD | -1.3% | +16.8% | -18.1% | -7.0% |
| 1Y | +13.6% | +30.9% | -17.3% | +2.5% |
| 3Y | +210.9% | +28.2% | +182.7% | +177.8% |
| All | +210.9% | +28.6% | +182.2% | +177.8% |
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 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