-23.8%
QS vs RNG
+119.8%
-143.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -3.6% | -6.1% | +2.4% | -2.2% |
| 30D | -17.2% | +9.6% | -26.8% | -19.5% |
| 3M | -27.0% | +83.3% | -110.3% | -39.2% |
| 6M | -24.6% | +77.9% | -102.5% | -38.4% |
| YTD | -49.3% | +139.9% | -189.3% | -65.0% |
| 1Y | -40.3% | +121.7% | -162.0% | -57.4% |
| 3Y | -23.8% | +121.9% | -145.7% | -49.4% |
| All | -23.8% | +119.8% | -143.6% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling