+226.3%
RL vs QSR
+43.4%
+182.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.8% |
| 30D | -17.5% | +5.7% | -23.2% | -19.7% |
| 3M | -14.0% | +6.9% | -20.9% | -16.9% |
| 6M | -2.0% | +6.9% | -8.8% | -6.0% |
| YTD | -4.6% | +14.9% | -19.5% | -12.3% |
| 1Y | +9.5% | +29.1% | -19.6% | -5.7% |
| 3Y | +200.5% | +26.1% | +174.3% | +151.7% |
| 5Y | +226.3% | +42.3% | +183.9% | +127.4% |
| All | +226.3% | +43.4% | +182.8% | +127.4% |
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 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