-62.8%
QS vs RL
+510.9%
-573.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.4% |
| 7D | -14.0% | +2.6% | -16.6% | -15.3% |
| 30D | -6.4% | +2.9% | -9.3% | -7.8% |
| 3M | -40.3% | 0.0% | -40.3% | -40.3% |
| 6M | -57.5% | +17.1% | -74.6% | -61.9% |
| YTD | -64.7% | +10.1% | -74.8% | -67.4% |
| 1Y | -72.9% | +17.3% | -90.2% | -76.2% |
| 3Y | -33.5% | +249.3% | -282.8% | -75.3% |
| 5Y | -90.5% | +240.9% | -331.4% | -96.5% |
| All | -62.8% | +510.9% | -573.7% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling