+25.0%
ROK vs QSR
+23.8%
+1.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.0% | -0.9% |
| 7D | 0.0% | +5.2% | -5.2% | -0.3% |
| 30D | -2.5% | +12.2% | -14.7% | -3.5% |
| 3M | 0.0% | +7.0% | -7.0% | -0.6% |
| 6M | +11.6% | -0.3% | +11.9% | +12.6% |
| YTD | +15.2% | +18.0% | -2.8% | +9.4% |
| 1Y | +25.0% | +22.6% | +2.4% | +15.2% |
| All | +25.0% | +23.8% | +1.2% | +15.2% |
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