+238.2%
RSP vs QSR
+218.5%
+19.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -0.3% | +7.6% | -8.0% | -3.0% |
| 3M | +4.3% | +12.6% | -8.4% | -0.4% |
| 6M | +8.8% | +14.4% | -5.6% | +3.0% |
| YTD | +15.3% | +19.6% | -4.4% | +7.1% |
| 1Y | +18.3% | +33.9% | -15.6% | +5.2% |
| 3Y | +52.8% | +27.1% | +25.7% | +36.3% |
| 5Y | +51.7% | +48.5% | +3.2% | +26.3% |
| 10Y | +208.5% | +126.2% | +82.3% | +112.5% |
| All | +238.2% | +218.5% | +19.7% | +112.2% |
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