-72.7%
QS vs RBA
-3.8%
-68.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +8.0% | +3.2% | +4.8% | +6.5% |
| 30D | -2.8% | +12.0% | -14.8% | -7.9% |
| 3M | -28.1% | +2.9% | -31.0% | -29.1% |
| 6M | -41.0% | -6.3% | -34.7% | -40.6% |
| YTD | -57.3% | -5.9% | -51.4% | -56.8% |
| 1Y | -72.7% | -3.9% | -68.8% | -72.2% |
| All | -72.7% | -3.8% | -68.9% | -72.2% |
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