-41.5%
QS vs RUN
-46.6%
+5.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | +0.1% |
| 7D | -5.0% | -3.4% | -1.6% | -3.4% |
| 30D | -18.3% | -14.0% | -4.3% | -12.8% |
| 3M | -26.0% | -27.5% | +1.5% | -15.6% |
| 6M | -24.0% | -29.0% | +4.9% | -13.8% |
| YTD | -50.3% | -53.1% | +2.8% | -38.0% |
| All | -41.5% | -46.6% | +5.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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