+114.6%
ROST vs QSR
+40.5%
+74.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +0.2% | -4.0% | +4.2% | +2.0% |
| 30D | -6.9% | +2.8% | -9.6% | -8.0% |
| 3M | -3.3% | +5.1% | -8.4% | -5.7% |
| 6M | +9.0% | +8.8% | +0.2% | +4.4% |
| YTD | +28.9% | +14.8% | +14.0% | +19.6% |
| 1Y | +54.0% | +25.7% | +28.3% | +36.4% |
| 3Y | +100.7% | +27.5% | +73.2% | +69.1% |
| All | +114.6% | +40.5% | +74.1% | +58.7% |
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