-75.4%
QS vs RGEN
-44.2%
-31.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | -2.9% | -2.0% | -3.4% |
| 30D | -18.3% | -0.1% | -18.2% | -18.4% |
| 3M | -26.0% | +25.9% | -51.9% | -35.9% |
| 6M | -24.0% | +35.2% | -59.3% | -38.0% |
| YTD | -50.3% | +0.5% | -50.8% | -51.8% |
| 1Y | -38.0% | +37.0% | -74.9% | -49.7% |
| 3Y | -24.6% | +2.0% | -26.6% | -35.5% |
| 5Y | -75.4% | -44.2% | -31.2% | -71.2% |
| All | -75.4% | -44.2% | -31.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling