+271.5%
RMD vs QSR
+135.2%
+136.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -4.4% | -4.0% | -0.4% | -3.2% |
| 30D | -3.1% | +2.8% | -5.9% | -4.0% |
| 3M | +13.8% | +5.1% | +8.7% | +11.9% |
| 6M | -8.6% | +8.8% | -17.4% | -11.2% |
| YTD | -8.6% | +14.8% | -23.5% | -12.8% |
| 1Y | -19.7% | +25.7% | -45.4% | -25.5% |
| 3Y | +48.4% | +27.5% | +20.8% | +35.6% |
| 5Y | -22.7% | +41.3% | -64.0% | -32.1% |
| All | +271.5% | +135.2% | +136.3% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling