-46.7%
QS vs RNG
-75.9%
+29.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -3.6% | -6.1% | +2.4% | -1.2% |
| 30D | -17.2% | +9.6% | -26.8% | -20.9% |
| 3M | -27.0% | +83.3% | -110.3% | -45.8% |
| 6M | -24.6% | +77.9% | -102.5% | -45.5% |
| YTD | -49.3% | +139.9% | -189.3% | -70.4% |
| 1Y | -40.3% | +121.7% | -162.0% | -64.1% |
| 3Y | -23.8% | +121.9% | -145.7% | -57.1% |
| 5Y | -75.0% | -68.4% | -6.6% | -72.1% |
| All | -46.7% | -75.9% | +29.2% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling