+46.3%
RY vs QSR
+33.2%
+13.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | +2.4% | +0.7% | +3.1% |
| 30D | -0.3% | +7.6% | -7.9% | -0.5% |
| 3M | +8.7% | +12.6% | -4.0% | +8.3% |
| 6M | +28.5% | +14.4% | +14.2% | +27.7% |
| YTD | +25.1% | +19.6% | +5.5% | +24.1% |
| 1Y | +46.3% | +33.9% | +12.4% | +44.0% |
| All | +46.3% | +33.2% | +13.1% | +44.0% |
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