-71.3%
QS vs RBA
-2.0%
-69.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.5% | +6.6% |
| 7D | +4.5% | +12.7% | -8.2% | -1.2% |
| 30D | -4.1% | +15.5% | -19.7% | -10.5% |
| 3M | -22.1% | -14.0% | -8.1% | -16.0% |
| 6M | -38.4% | -8.8% | -29.6% | -36.8% |
| YTD | -57.5% | -6.9% | -50.6% | -56.8% |
| 1Y | -71.3% | -3.0% | -68.3% | -71.3% |
| All | -71.3% | -2.0% | -69.3% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling