+592.8%
RSG vs QSR
+203.9%
+388.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -1.8% | -4.7% | +2.9% | -0.6% |
| 30D | +2.8% | +4.3% | -1.5% | +1.6% |
| 3M | +4.3% | +5.4% | -1.2% | +2.7% |
| 6M | -0.5% | +8.2% | -8.7% | -2.8% |
| YTD | +5.2% | +14.1% | -8.9% | +1.3% |
| 1Y | -2.1% | +28.1% | -30.2% | -8.8% |
| 3Y | +56.5% | +25.3% | +31.2% | +44.8% |
| 5Y | +89.5% | +40.4% | +49.1% | +68.4% |
| 10Y | +424.8% | +132.4% | +292.4% | +301.4% |
| All | +592.8% | +203.9% | +388.9% | +406.6% |
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