-43.5%
QS vs RUN
-80.0%
+36.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.6% |
| 7D | +2.2% | +10.2% | -8.0% | -1.6% |
| 30D | -8.1% | -9.6% | +1.5% | -4.7% |
| 3M | -27.0% | -31.5% | +4.5% | -16.5% |
| 6M | -16.4% | -18.7% | +2.3% | -11.4% |
| YTD | -46.4% | -49.9% | +3.5% | -34.9% |
| 1Y | -41.1% | -45.5% | +4.4% | -30.8% |
| 3Y | -18.6% | -34.1% | +15.5% | -38.7% |
| 5Y | -73.0% | -79.4% | +6.4% | -70.3% |
| All | -43.5% | -80.0% | +36.5% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling