+279.2%
RTX vs QSR
+135.2%
+144.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -1.5% | -4.0% | +2.5% | +0.3% |
| 30D | -11.0% | +2.8% | -13.7% | -12.3% |
| 3M | +7.7% | +5.1% | +2.6% | +4.7% |
| 6M | -3.9% | +8.8% | -12.7% | -8.6% |
| YTD | +9.0% | +14.8% | -5.9% | +0.6% |
| 1Y | +27.3% | +25.7% | +1.5% | +11.9% |
| 3Y | +172.9% | +27.5% | +145.4% | +129.5% |
| 5Y | +165.2% | +41.3% | +123.9% | +106.5% |
| All | +279.2% | +135.2% | +144.0% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling