-71.3%
QS vs RGEN
+19.5%
-90.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.5% |
| 7D | +4.5% | -3.5% | +8.0% | +5.5% |
| 30D | -4.1% | -6.0% | +1.9% | -2.7% |
| 3M | -22.1% | +19.0% | -41.1% | -26.4% |
| 6M | -38.4% | +50.7% | -89.1% | -47.0% |
| YTD | -57.5% | +8.8% | -66.2% | -56.9% |
| 1Y | -71.3% | +21.3% | -92.6% | -71.2% |
| All | -71.3% | +19.5% | -90.9% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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