-18.3%
RUN vs QSR
+143.7%
-162.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -3.4% |
| 7D | -1.8% | -2.4% | +0.6% | -0.2% |
| 30D | -10.8% | +5.7% | -16.5% | -14.6% |
| 3M | -30.2% | +6.9% | -37.1% | -34.0% |
| 6M | -22.3% | +6.9% | -29.2% | -27.0% |
| YTD | -52.2% | +14.9% | -67.1% | -57.9% |
| 1Y | -45.1% | +29.1% | -74.2% | -55.8% |
| 3Y | -37.1% | +26.1% | -63.2% | -48.8% |
| 5Y | -80.3% | +42.3% | -122.6% | -85.1% |
| 10Y | +45.2% | +134.0% | -88.8% | -21.8% |
| All | -18.3% | +143.7% | -162.0% | -51.1% |
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