-57.5%
QS vs RBA
+70.9%
-128.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -1.4% | +9.0% | -10.4% | -6.1% |
| 3M | -33.6% | +7.2% | -40.8% | -36.5% |
| 6M | -47.6% | -7.8% | -39.8% | -46.2% |
| YTD | -59.6% | -6.4% | -53.2% | -58.8% |
| 1Y | -73.5% | -4.2% | -69.4% | -73.4% |
| 3Y | -23.0% | +64.1% | -87.1% | -43.9% |
| 5Y | -89.4% | +48.4% | -137.8% | -92.0% |
| All | -57.5% | +70.9% | -128.4% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling