+377.3%
RMD vs QSR
+211.0%
+166.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.5% |
| 7D | -4.5% | +0.1% | -4.5% | -4.5% |
| 30D | +4.6% | +5.9% | -1.3% | +2.8% |
| 3M | +14.8% | +10.5% | +4.3% | +11.4% |
| 6M | -12.1% | +7.7% | -19.8% | -14.2% |
| YTD | -7.5% | +16.8% | -24.3% | -11.8% |
| 1Y | -20.1% | +30.9% | -50.9% | -26.3% |
| 3Y | +53.9% | +28.2% | +25.7% | +41.3% |
| 5Y | -22.2% | +45.0% | -67.2% | -31.4% |
| 10Y | +268.2% | +127.3% | +140.9% | +186.5% |
| All | +377.3% | +211.0% | +166.3% | +253.2% |
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 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