+143.0%
RL vs QSR
+218.5%
-75.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.8% | +2.4% | -3.2% | -1.8% |
| 30D | -7.8% | +7.6% | -15.4% | -10.9% |
| 3M | -4.0% | +12.6% | -16.6% | -9.2% |
| 6M | -1.9% | +14.4% | -16.3% | -8.4% |
| YTD | -0.2% | +19.6% | -19.8% | -9.0% |
| 1Y | +10.7% | +33.9% | -23.2% | -4.5% |
| 3Y | +210.8% | +27.1% | +183.7% | +169.7% |
| 5Y | +238.2% | +48.5% | +189.7% | +170.7% |
| 10Y | +313.4% | +126.2% | +187.2% | +179.0% |
| All | +143.0% | +218.5% | -75.5% | +50.1% |
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