-62.8%
QS vs RVTY
+31.8%
-94.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.1% |
| 7D | -14.0% | -0.5% | -13.6% | -13.6% |
| 30D | -6.4% | +1.5% | -7.9% | -7.2% |
| 3M | -40.3% | +31.5% | -71.7% | -49.9% |
| 6M | -57.5% | +62.7% | -120.2% | -69.3% |
| YTD | -64.7% | +60.0% | -124.7% | -74.5% |
| 1Y | -72.9% | +65.7% | -138.6% | -81.0% |
| 3Y | -33.5% | +85.2% | -118.7% | -56.1% |
| 5Y | -90.5% | -14.9% | -75.6% | -91.6% |
| All | -62.8% | +31.8% | -94.6% | -48.5% |
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