+263.1%
RTX vs QSR
+202.3%
+60.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.8% | -2.9% | +7.7% | +6.0% |
| 30D | +6.5% | +4.1% | +2.4% | +4.5% |
| 3M | -9.6% | -0.7% | -9.0% | -9.8% |
| 6M | +12.3% | +0.4% | +11.9% | +11.2% |
| YTD | +9.5% | +13.5% | -4.1% | +2.1% |
| 1Y | +15.8% | +11.0% | +4.9% | +8.9% |
| 3Y | +157.0% | +22.0% | +135.0% | +125.2% |
| 5Y | +148.8% | +57.1% | +91.7% | +90.0% |
| 10Y | +264.0% | +138.3% | +125.7% | +132.1% |
| All | +263.1% | +202.3% | +60.8% | +122.5% |
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