+266.8%
RMBS vs QSR
+40.5%
+226.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.8% | -4.0% | +5.8% | +3.4% |
| 30D | -13.9% | +2.8% | -16.6% | -15.0% |
| 3M | -39.8% | +5.1% | -44.9% | -41.6% |
| 6M | -6.0% | +8.8% | -14.8% | -10.9% |
| YTD | -5.4% | +14.8% | -20.2% | -13.0% |
| 1Y | -1.8% | +25.7% | -27.5% | -14.7% |
| 3Y | +53.7% | +27.5% | +26.1% | +28.2% |
| All | +266.8% | +40.5% | +226.3% | +164.5% |
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