+18.1%
RRX vs QSR
+40.5%
-22.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | -0.3% | -4.0% | +3.7% | +1.3% |
| 30D | -6.1% | +2.8% | -8.9% | -7.3% |
| 3M | -23.1% | +5.1% | -28.1% | -25.2% |
| 6M | -19.5% | +8.8% | -28.3% | -23.6% |
| YTD | +16.1% | +14.8% | +1.2% | +6.9% |
| 1Y | +12.9% | +25.7% | -12.8% | -0.7% |
| 3Y | +7.9% | +27.5% | -19.6% | -7.3% |
| All | +18.1% | +40.5% | -22.4% | -10.4% |
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