-44.6%
QS vs RRC
+400.2%
-444.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.8% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | -0.7% | +10.1% | -10.8% | -3.3% |
| 3M | -39.6% | +4.0% | -43.7% | -40.6% |
| 6M | -21.7% | +1.6% | -23.3% | -22.9% |
| YTD | -47.4% | +19.7% | -67.1% | -50.8% |
| 1Y | -28.4% | +21.4% | -49.8% | -33.3% |
| 3Y | -22.6% | +29.7% | -52.3% | -30.5% |
| 5Y | -75.6% | +153.9% | -229.5% | -81.9% |
| All | -44.6% | +400.2% | -444.8% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling