+15.6%
RSP vs QSR
+28.0%
-12.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -3.1% | -4.7% | +1.6% | -2.5% |
| 30D | -3.4% | +4.3% | -7.7% | -4.0% |
| 3M | +3.6% | +5.4% | -1.8% | +2.8% |
| 6M | +9.0% | +8.2% | +0.8% | +7.3% |
| YTD | +12.2% | +14.1% | -1.9% | +9.3% |
| 1Y | +15.6% | +28.1% | -12.5% | +10.9% |
| All | +15.6% | +28.0% | -12.4% | +10.9% |
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