-73.0%
QS vs RL
+241.4%
-314.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.8% |
| 7D | +2.2% | +1.9% | +0.3% | +0.8% |
| 30D | -8.1% | -12.2% | +4.2% | +0.4% |
| 3M | -27.0% | -6.6% | -20.4% | -24.1% |
| 6M | -16.4% | +3.2% | -19.6% | -20.0% |
| YTD | -46.4% | -1.3% | -45.1% | -47.2% |
| 1Y | -41.1% | +13.6% | -54.7% | -48.0% |
| 3Y | -18.6% | +210.9% | -229.5% | -72.3% |
| 5Y | -73.0% | +246.9% | -319.9% | -91.8% |
| All | -73.0% | +241.4% | -314.5% | -91.8% |
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