-47.3%
QS vs RBA
+45.3%
-92.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.2% |
| 7D | -4.2% | -1.9% | -2.3% | -3.2% |
| 30D | -15.7% | -13.0% | -2.7% | -9.3% |
| 3M | -28.7% | -23.1% | -5.6% | -18.6% |
| 6M | -23.2% | -22.6% | -0.6% | -12.9% |
| YTD | -49.9% | -20.4% | -29.5% | -44.0% |
| 1Y | -38.8% | -29.6% | -9.2% | -26.6% |
| 3Y | -24.0% | +26.6% | -50.6% | -35.9% |
| 5Y | -75.6% | +38.2% | -113.8% | -81.3% |
| All | -47.3% | +45.3% | -92.5% | -62.5% |
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