-87.6%
QS vs RL
+240.9%
-328.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +0.9% | +2.7% |
| 7D | +13.7% | +0.2% | +13.4% | +13.7% |
| 30D | -0.2% | +7.3% | -7.6% | -4.9% |
| 3M | -24.8% | +1.0% | -25.9% | -25.5% |
| 6M | -39.4% | +11.8% | -51.2% | -44.7% |
| YTD | -56.1% | +13.6% | -69.8% | -60.8% |
| 1Y | -72.5% | +24.0% | -96.5% | -77.2% |
| 3Y | -16.3% | +256.6% | -272.9% | -74.5% |
| 5Y | -87.6% | +240.2% | -327.8% | -96.5% |
| All | -87.6% | +240.9% | -328.5% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling