-18.6%
QS vs RVTY
+16.6%
-35.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.6% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | -8.1% | +10.8% | -18.9% | -14.4% |
| 3M | -27.0% | +26.8% | -53.8% | -39.3% |
| 6M | -16.4% | +39.3% | -55.8% | -36.0% |
| YTD | -46.4% | +31.6% | -78.0% | -57.3% |
| 1Y | -41.1% | +47.7% | -88.8% | -56.8% |
| 3Y | -18.6% | +19.9% | -38.6% | -35.2% |
| All | -18.6% | +16.6% | -35.2% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling