-46.7%
QS vs RRX
+83.7%
-130.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | -0.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.4% |
| 30D | -17.2% | -6.1% | -11.1% | -14.0% |
| 3M | -27.0% | -23.1% | -3.9% | -16.2% |
| 6M | -24.6% | -19.5% | -5.0% | -16.8% |
| YTD | -49.3% | +16.1% | -65.4% | -56.6% |
| 1Y | -40.3% | +12.9% | -53.3% | -48.3% |
| 3Y | -23.8% | +7.9% | -31.7% | -35.9% |
| 5Y | -75.0% | +19.1% | -94.1% | -79.6% |
| All | -46.7% | +83.7% | -130.3% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling