-75.6%
QS vs RRC
+154.4%
-230.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.3% | -6.5% |
| 7D | -4.2% | -1.7% | -2.5% | -3.7% |
| 30D | -15.7% | +3.6% | -19.3% | -16.6% |
| 3M | -28.7% | +8.8% | -37.5% | -30.9% |
| 6M | -23.2% | +0.8% | -24.0% | -24.3% |
| YTD | -49.9% | +19.0% | -68.9% | -53.4% |
| 1Y | -38.8% | +22.9% | -61.7% | -43.7% |
| 3Y | -24.0% | +32.3% | -56.3% | -33.2% |
| 5Y | -75.6% | +151.6% | -227.2% | -79.9% |
| All | -75.6% | +154.4% | -230.0% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling