+159.4%
RY vs QSR
+28.6%
+130.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -1.0% | +5.9% | -6.9% | -2.1% |
| 3M | +7.6% | +10.5% | -2.8% | +5.2% |
| 6M | +29.5% | +7.7% | +21.8% | +26.9% |
| YTD | +24.2% | +16.8% | +7.4% | +19.1% |
| 1Y | +46.4% | +30.9% | +15.5% | +35.7% |
| 3Y | +159.4% | +28.2% | +131.2% | +133.9% |
| All | +159.4% | +28.6% | +130.8% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling