-75.5%
QS vs RRX
+13.6%
-89.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | +0.5% |
| 7D | -5.0% | -3.7% | -1.2% | -2.4% |
| 30D | -18.3% | -9.3% | -9.0% | -12.7% |
| 3M | -26.0% | -21.8% | -4.2% | -15.1% |
| 6M | -24.0% | -22.0% | -2.0% | -13.9% |
| YTD | -50.3% | +11.9% | -62.2% | -57.7% |
| 1Y | -38.0% | +11.6% | -49.6% | -47.5% |
| 3Y | -24.6% | +2.2% | -26.8% | -36.4% |
| All | -75.5% | +13.6% | -89.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling