+65.1%
RSP vs QSR
+21.7%
+43.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | -2.9% | +5.3% | +3.1% |
| 30D | +4.3% | +4.1% | +0.1% | +3.2% |
| 3M | -0.3% | -0.7% | +0.3% | -0.4% |
| 6M | +9.8% | +0.4% | +9.4% | +9.4% |
| YTD | +16.8% | +13.5% | +3.3% | +12.1% |
| 1Y | +19.5% | +11.0% | +8.5% | +15.3% |
| 3Y | +65.1% | +22.0% | +43.2% | +51.7% |
| All | +65.1% | +21.7% | +43.4% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling