+46.7%
RY vs QSR
+23.8%
+22.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.5% | -2.4% | +2.7% |
| 7D | +2.5% | +5.2% | -2.7% | +2.1% |
| 30D | +8.4% | +12.2% | -3.7% | +7.8% |
| 3M | +1.2% | +7.0% | -5.8% | +0.9% |
| 6M | +19.4% | -0.3% | +19.7% | +19.4% |
| YTD | +25.4% | +18.0% | +7.4% | +24.8% |
| 1Y | +46.7% | +22.6% | +24.1% | +44.6% |
| All | +46.7% | +23.8% | +22.9% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling