-47.3%
QS vs RL
+429.2%
-476.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -4.4% |
| 7D | -4.2% | -0.3% | -4.0% | -4.0% |
| 30D | -15.7% | -17.5% | +1.8% | -4.6% |
| 3M | -28.7% | -14.0% | -14.7% | -21.7% |
| 6M | -23.2% | -2.0% | -21.3% | -23.5% |
| YTD | -49.9% | -4.6% | -45.3% | -49.4% |
| 1Y | -38.8% | +9.5% | -48.3% | -43.8% |
| 3Y | -24.0% | +200.5% | -224.5% | -68.8% |
| 5Y | -75.6% | +226.3% | -301.9% | -90.6% |
| All | -47.3% | +429.2% | -476.5% | -84.6% |
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 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