-72.9%
QS vs RGEN
+8.1%
-81.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -5.9% | -5.4% |
| 7D | -14.0% | -3.3% | -10.7% | -13.0% |
| 30D | -6.4% | -5.8% | -0.5% | -4.4% |
| 3M | -40.3% | +0.2% | -40.4% | -40.6% |
| 6M | -57.5% | +56.8% | -114.3% | -64.4% |
| YTD | -64.7% | +2.4% | -67.1% | -61.6% |
| 1Y | -72.9% | +11.4% | -84.3% | -71.3% |
| All | -72.9% | +8.1% | -81.0% | -71.3% |
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