-44.6%
QS vs RBA
+49.2%
-93.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.4% |
| 7D | -2.3% | -2.9% | +0.6% | -0.7% |
| 30D | -0.7% | -12.3% | +11.6% | +6.4% |
| 3M | -39.6% | -20.5% | -19.1% | -32.3% |
| 6M | -21.7% | -18.5% | -3.2% | -13.7% |
| YTD | -47.4% | -18.2% | -29.2% | -42.1% |
| 1Y | -28.4% | -27.5% | -0.9% | -15.5% |
| 3Y | -22.6% | +38.1% | -60.7% | -38.0% |
| 5Y | -75.6% | +44.8% | -120.4% | -81.9% |
| All | -44.6% | +49.2% | -93.9% | -61.2% |
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 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