-71.3%
QS vs RRX
+30.0%
-101.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.6% | +11.2% | +8.9% |
| 7D | +4.5% | +7.6% | -3.1% | +1.0% |
| 30D | -4.1% | +7.5% | -11.6% | -7.5% |
| 3M | -22.1% | -21.0% | -1.1% | -15.3% |
| 6M | -38.4% | -18.1% | -20.3% | -34.2% |
| YTD | -57.5% | +24.3% | -81.8% | -60.7% |
| 1Y | -71.3% | +29.3% | -100.6% | -73.6% |
| All | -71.3% | +30.0% | -101.3% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling