+90.0%
RSG vs QSR
+40.5%
+49.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | 0.0% | -4.0% | +4.0% | +1.1% |
| 30D | +4.0% | +2.8% | +1.2% | +3.1% |
| 3M | +7.4% | +5.1% | +2.3% | +5.8% |
| 6M | +0.1% | +8.8% | -8.7% | -2.4% |
| YTD | +6.0% | +14.8% | -8.8% | +1.8% |
| 1Y | -3.0% | +25.7% | -28.7% | -9.3% |
| 3Y | +56.5% | +27.5% | +29.0% | +42.4% |
| All | +90.0% | +40.5% | +49.5% | +62.0% |
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