-75.4%
QS vs RNG
-70.1%
-5.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -5.0% | -9.6% | +4.6% | -0.8% |
| 30D | -18.3% | +8.8% | -27.1% | -21.8% |
| 3M | -26.0% | +78.6% | -104.6% | -45.4% |
| 6M | -24.0% | +70.3% | -94.3% | -45.2% |
| YTD | -50.3% | +140.3% | -190.6% | -72.1% |
| 1Y | -38.0% | +126.6% | -164.6% | -64.4% |
| 3Y | -24.6% | +120.2% | -144.8% | -59.5% |
| 5Y | -75.4% | -68.3% | -7.1% | -70.7% |
| All | -75.4% | -70.1% | -5.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling