-55.1%
QS vs RL
+531.9%
-587.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | +8.0% | +1.3% | +6.7% | +7.3% |
| 30D | -2.8% | +7.6% | -10.5% | -7.2% |
| 3M | -28.1% | -1.5% | -26.6% | -27.5% |
| 6M | -41.0% | +12.1% | -53.1% | -45.8% |
| YTD | -57.3% | +13.9% | -71.2% | -61.5% |
| 1Y | -72.7% | +20.7% | -93.3% | -76.5% |
| 3Y | -18.6% | +260.6% | -279.2% | -70.4% |
| 5Y | -87.0% | +248.9% | -335.8% | -95.3% |
| All | -55.1% | +531.9% | -587.0% | -88.3% |
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