-73.0%
QS vs RBA
+44.6%
-117.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.0% |
| 7D | +2.2% | -1.1% | +3.2% | +2.7% |
| 30D | -8.1% | -13.2% | +5.2% | -1.4% |
| 3M | -27.0% | -21.4% | -5.7% | -18.4% |
| 6M | -16.4% | -20.9% | +4.4% | -7.0% |
| YTD | -46.4% | -19.9% | -26.5% | -40.6% |
| 1Y | -41.1% | -28.7% | -12.4% | -30.6% |
| 3Y | -18.6% | +27.4% | -46.0% | -30.0% |
| 5Y | -73.0% | +41.7% | -114.8% | -79.7% |
| All | -73.0% | +44.6% | -117.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling