+373.1%
RY vs QSR
+218.5%
+154.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | +2.4% | +0.7% | +2.3% |
| 30D | -0.3% | +7.6% | -7.9% | -2.8% |
| 3M | +8.7% | +12.6% | -4.0% | +4.0% |
| 6M | +28.5% | +14.4% | +14.2% | +21.9% |
| YTD | +25.1% | +19.6% | +5.5% | +16.6% |
| 1Y | +46.3% | +33.9% | +12.4% | +30.6% |
| 3Y | +154.9% | +27.1% | +127.8% | +128.4% |
| 5Y | +140.3% | +48.5% | +91.8% | +101.3% |
| 10Y | +377.0% | +126.2% | +250.8% | +223.9% |
| All | +373.1% | +218.5% | +154.6% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling