+121.5%
XRT vs QSR
+211.0%
-89.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -5.6% | +5.9% | -11.6% | -7.9% |
| 3M | +2.5% | +10.5% | -7.9% | -1.7% |
| 6M | +3.7% | +7.7% | -4.0% | 0.0% |
| YTD | +1.0% | +16.8% | -15.8% | -6.0% |
| 1Y | -1.2% | +30.9% | -32.1% | -12.4% |
| 3Y | +43.4% | +28.2% | +15.2% | +26.6% |
| 5Y | -0.7% | +45.0% | -45.7% | -17.2% |
| 10Y | +123.7% | +127.3% | -3.6% | +51.2% |
| All | +121.5% | +211.0% | -89.5% | +39.1% |
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 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