-55.1%
QS vs RBA
+71.7%
-126.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +8.0% | +3.2% | +4.8% | +6.2% |
| 30D | -2.8% | +12.0% | -14.8% | -9.0% |
| 3M | -28.1% | +2.9% | -31.0% | -29.8% |
| 6M | -41.0% | -6.3% | -34.7% | -40.0% |
| YTD | -57.3% | -5.9% | -51.4% | -56.6% |
| 1Y | -72.7% | -3.9% | -68.8% | -72.6% |
| 3Y | -18.6% | +64.9% | -83.5% | -40.9% |
| 5Y | -87.0% | +48.5% | -135.5% | -90.2% |
| All | -55.1% | +71.7% | -126.8% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling