-44.6%
QS vs RL
+453.8%
-498.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.5% | -0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -0.7% | -7.8% | +7.0% | +4.3% |
| 3M | -39.6% | -4.0% | -35.6% | -38.5% |
| 6M | -21.7% | -1.9% | -19.8% | -22.1% |
| YTD | -47.4% | -0.2% | -47.2% | -48.4% |
| 1Y | -28.4% | +10.7% | -39.0% | -34.8% |
| 3Y | -22.6% | +210.8% | -233.4% | -68.9% |
| 5Y | -75.6% | +238.2% | -313.8% | -90.8% |
| All | -44.6% | +453.8% | -498.4% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling