-44.6%
QS vs RVTY
+11.1%
-55.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.3% | +1.1% | -3.4% | -3.0% |
| 30D | -0.7% | +13.2% | -13.9% | -8.1% |
| 3M | -39.6% | +27.2% | -66.9% | -48.7% |
| 6M | -21.7% | +32.4% | -54.1% | -35.9% |
| YTD | -47.4% | +34.9% | -82.3% | -57.6% |
| 1Y | -28.4% | +52.4% | -80.7% | -46.2% |
| 3Y | -22.6% | +12.3% | -34.9% | -32.5% |
| 5Y | -75.6% | -30.8% | -44.8% | -76.3% |
| All | -44.6% | +11.1% | -55.8% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling