+50.5%
RSP vs QSR
+43.4%
+7.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -1.8% | -2.4% | +0.5% | -1.0% |
| 30D | -2.5% | +5.7% | -8.2% | -4.5% |
| 3M | +3.0% | +6.9% | -3.9% | +0.3% |
| 6M | +8.9% | +6.9% | +2.0% | +5.7% |
| YTD | +13.0% | +14.9% | -1.9% | +6.4% |
| 1Y | +16.2% | +29.1% | -12.9% | +4.3% |
| 3Y | +52.7% | +26.1% | +26.6% | +34.5% |
| 5Y | +50.5% | +42.3% | +8.2% | +18.0% |
| All | +50.5% | +43.4% | +7.0% | +18.0% |
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