-71.3%
QS vs RL
+34.3%
-105.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +5.1% |
| 7D | +4.5% | +5.8% | -1.3% | +1.5% |
| 30D | -4.1% | +12.7% | -16.8% | -9.8% |
| 3M | -22.1% | +9.3% | -31.5% | -25.8% |
| 6M | -38.4% | +16.9% | -55.3% | -43.6% |
| YTD | -57.5% | +17.5% | -75.0% | -62.6% |
| 1Y | -71.3% | +34.6% | -105.9% | -77.6% |
| All | -71.3% | +34.3% | -105.7% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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