-62.8%
QS vs RBA
+69.9%
-132.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.7% |
| 7D | -14.0% | +1.7% | -15.8% | -14.8% |
| 30D | -6.4% | +8.3% | -14.7% | -10.5% |
| 3M | -40.3% | +10.5% | -50.8% | -43.8% |
| 6M | -57.5% | -5.9% | -51.6% | -56.9% |
| YTD | -64.7% | -6.9% | -57.8% | -63.9% |
| 1Y | -72.9% | -4.9% | -68.0% | -72.6% |
| 3Y | -33.5% | +64.5% | -97.9% | -51.6% |
| 5Y | -90.5% | +46.1% | -136.6% | -92.8% |
| All | -62.8% | +69.9% | -132.8% | -75.8% |
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