+44.7%
RY vs QSR
+28.0%
+16.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -2.9% | -4.7% | +1.8% | -2.7% |
| 30D | -2.0% | +4.3% | -6.3% | -2.1% |
| 3M | +4.9% | +5.4% | -0.6% | +4.8% |
| 6M | +26.1% | +8.2% | +18.0% | +25.5% |
| YTD | +22.4% | +14.1% | +8.2% | +21.5% |
| 1Y | +44.7% | +28.1% | +16.6% | +41.1% |
| All | +44.7% | +28.0% | +16.7% | +41.1% |
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 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