-40.3%
QS vs RRX
+15.2%
-55.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.4% |
| 30D | -17.2% | -6.1% | -11.1% | -14.7% |
| 3M | -27.0% | -23.1% | -3.9% | -18.8% |
| 6M | -24.6% | -19.5% | -5.0% | -18.3% |
| YTD | -49.3% | +16.1% | -65.4% | -55.0% |
| 1Y | -40.3% | +12.9% | -53.3% | -45.4% |
| All | -40.3% | +15.2% | -55.5% | -45.4% |
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