-28.4%
QS vs RNG
+144.7%
-173.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.4% | +0.5% |
| 7D | -2.3% | +5.8% | -8.1% | -2.3% |
| 30D | -0.7% | +19.6% | -20.3% | -0.7% |
| 3M | -39.6% | +67.0% | -106.7% | -39.3% |
| 6M | -21.7% | +88.4% | -110.1% | -22.0% |
| YTD | -47.4% | +155.5% | -202.9% | -49.0% |
| 1Y | -28.4% | +141.7% | -170.0% | -27.1% |
| All | -28.4% | +144.7% | -173.1% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling