-40.3%
QS vs RVTY
+50.6%
-91.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.3% |
| 7D | -3.6% | -4.5% | +0.9% | -1.0% |
| 30D | -17.2% | +5.5% | -22.7% | -19.9% |
| 3M | -27.0% | +22.5% | -49.5% | -36.8% |
| 6M | -24.6% | +38.9% | -63.5% | -41.9% |
| YTD | -49.3% | +28.7% | -78.1% | -59.5% |
| 1Y | -40.3% | +45.5% | -85.8% | -60.2% |
| All | -40.3% | +50.6% | -91.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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