-43.5%
QS vs RNG
-75.5%
+31.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.8% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | -8.1% | +11.4% | -19.5% | -12.7% |
| 3M | -27.0% | +72.1% | -99.1% | -44.3% |
| 6M | -16.4% | +67.9% | -84.4% | -38.0% |
| YTD | -46.4% | +144.3% | -190.7% | -68.9% |
| 1Y | -41.1% | +117.5% | -158.6% | -64.1% |
| 3Y | -18.6% | +123.9% | -142.5% | -54.3% |
| 5Y | -73.0% | -70.1% | -2.9% | -69.8% |
| All | -43.5% | -75.5% | +31.9% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling