+159.9%
RY vs QSR
+25.8%
+134.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | +4.5% | -5.1% | -1.4% |
| 30D | +6.1% | +9.4% | -3.3% | +4.3% |
| 3M | -3.4% | +7.5% | -10.9% | -4.8% |
| 6M | +12.8% | -0.8% | +13.6% | +12.9% |
| YTD | +21.0% | +16.9% | +4.2% | +16.3% |
| 1Y | +40.5% | +16.3% | +24.2% | +35.0% |
| 3Y | +159.9% | +25.3% | +134.6% | +140.0% |
| All | +159.9% | +25.8% | +134.1% | +140.0% |
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 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