-81.4%
RUN vs QSR
+40.5%
-121.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.3% |
| 7D | -3.7% | -4.0% | +0.3% | -0.4% |
| 30D | -13.0% | +2.8% | -15.8% | -15.4% |
| 3M | -31.8% | +5.1% | -36.9% | -35.5% |
| 6M | -32.2% | +8.8% | -41.0% | -38.4% |
| YTD | -53.5% | +14.8% | -68.3% | -60.6% |
| 1Y | -46.5% | +25.7% | -72.3% | -58.9% |
| 3Y | -37.6% | +27.5% | -65.1% | -55.5% |
| All | -81.4% | +40.5% | -121.9% | -89.4% |
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