+348.6%
RY vs QSR
+137.6%
+211.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.6% |
| 30D | +5.0% | +4.1% | +0.9% | +3.5% |
| 3M | -5.3% | -0.7% | -4.7% | -5.3% |
| 6M | +13.8% | +0.4% | +13.4% | +13.0% |
| YTD | +21.0% | +13.5% | +7.4% | +14.2% |
| 1Y | +40.5% | +11.0% | +29.5% | +33.7% |
| 3Y | +159.7% | +22.0% | +137.7% | +134.5% |
| 5Y | +124.3% | +57.1% | +67.3% | +82.0% |
| All | +348.6% | +137.6% | +211.0% | +192.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling