+141.8%
RY vs QSR
+46.1%
+95.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -1.0% | +5.9% | -6.9% | -2.6% |
| 3M | +7.6% | +10.5% | -2.8% | +4.3% |
| 6M | +29.5% | +7.7% | +21.8% | +25.9% |
| YTD | +24.2% | +16.8% | +7.4% | +17.4% |
| 1Y | +46.4% | +30.9% | +15.5% | +32.7% |
| 3Y | +159.4% | +28.2% | +131.2% | +131.6% |
| 5Y | +141.8% | +45.0% | +96.9% | +98.4% |
| All | +141.8% | +46.1% | +95.8% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling