-16.3%
QS vs RL
+254.6%
-270.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +0.9% | +3.7% |
| 7D | +13.7% | +0.2% | +13.4% | +13.7% |
| 30D | -0.2% | +7.3% | -7.6% | -3.5% |
| 3M | -24.8% | +1.0% | -25.9% | -25.2% |
| 6M | -39.4% | +11.8% | -51.2% | -43.1% |
| YTD | -56.1% | +13.6% | -69.8% | -59.4% |
| 1Y | -72.5% | +24.0% | -96.5% | -75.8% |
| 3Y | -16.3% | +256.6% | -272.9% | -70.5% |
| All | -16.3% | +254.6% | -270.9% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling