-28.4%
QS vs RGEN
+45.2%
-73.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.0% |
| 7D | -2.3% | -4.9% | +2.6% | -0.6% |
| 30D | -0.7% | +5.7% | -6.4% | -2.7% |
| 3M | -39.6% | +32.4% | -72.1% | -46.3% |
| 6M | -21.7% | +33.2% | -54.9% | -31.8% |
| YTD | -47.4% | +2.3% | -49.7% | -45.7% |
| 1Y | -28.4% | +39.0% | -67.4% | -30.3% |
| All | -28.4% | +45.2% | -73.6% | -30.3% |
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