+13.3%
RMBS vs QSR
+33.2%
-19.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.3% | +2.4% | -2.8% | -0.1% |
| 30D | -12.2% | +7.6% | -19.8% | -11.6% |
| 3M | -49.5% | +12.6% | -62.2% | -49.1% |
| 6M | -7.1% | +14.4% | -21.5% | -6.9% |
| YTD | -7.0% | +19.6% | -26.6% | -7.9% |
| 1Y | +13.3% | +33.9% | -20.5% | +4.6% |
| All | +13.3% | +33.2% | -19.9% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling