+173.5%
RTX vs QSR
+25.0%
+148.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -2.0% | -4.7% | +2.7% | -1.6% |
| 30D | -11.2% | +4.3% | -15.5% | -11.6% |
| 3M | +12.0% | +5.4% | +6.6% | +11.3% |
| 6M | -3.6% | +8.2% | -11.7% | -4.6% |
| YTD | +9.2% | +14.1% | -4.9% | +7.4% |
| 1Y | +29.7% | +28.1% | +1.6% | +25.5% |
| All | +173.5% | +25.0% | +148.5% | +156.6% |
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