+661.5%
RMBS vs QSR
+206.0%
+455.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +3.5% | -2.4% | +5.8% | +4.3% |
| 30D | -8.6% | +5.7% | -14.3% | -10.5% |
| 3M | -40.3% | +6.9% | -47.2% | -42.2% |
| 6M | -1.0% | +6.9% | -7.9% | -4.5% |
| YTD | -4.6% | +14.9% | -19.5% | -10.7% |
| 1Y | +17.6% | +29.1% | -11.5% | +5.0% |
| 3Y | +58.6% | +26.1% | +32.5% | +41.3% |
| 5Y | +270.9% | +42.3% | +228.6% | +214.4% |
| 10Y | +569.1% | +134.0% | +435.1% | +366.8% |
| All | +661.5% | +206.0% | +455.6% | +411.6% |
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 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