-60.8%
QS vs RRC
+514.3%
-575.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.1% | -7.6% |
| 7D | -5.6% | +2.5% | -8.1% | -6.3% |
| 30D | -5.8% | +21.1% | -27.0% | -11.1% |
| 3M | -39.2% | +28.4% | -67.6% | -43.6% |
| 6M | -53.9% | +26.5% | -80.4% | -57.4% |
| YTD | -62.8% | +47.0% | -109.8% | -67.3% |
| 1Y | -73.5% | +35.2% | -108.7% | -76.2% |
| 3Y | -29.1% | +61.0% | -90.1% | -40.2% |
| 5Y | -90.0% | +133.6% | -223.6% | -92.6% |
| All | -60.8% | +514.3% | -575.1% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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