-22.3%
RUN vs QSR
+8.3%
-30.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.2% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | -10.8% | +5.7% | -16.5% | -12.3% |
| 3M | -30.2% | +6.9% | -37.1% | -31.6% |
| 6M | -22.3% | +6.9% | -29.2% | -17.6% |
| All | -22.3% | +8.3% | -30.6% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling