-1.8%
RMBS vs QSR
+28.6%
-30.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.0% |
| 7D | +1.8% | -4.0% | +5.8% | +1.0% |
| 30D | -13.9% | +2.8% | -16.6% | -13.5% |
| 3M | -39.8% | +5.1% | -44.9% | -39.1% |
| 6M | -6.0% | +8.8% | -14.8% | -4.6% |
| YTD | -5.4% | +14.8% | -20.2% | -4.7% |
| 1Y | -1.8% | +25.7% | -27.5% | -2.2% |
| All | -1.8% | +28.6% | -30.4% | -2.2% |
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