-69.7%
RAM vs QS
-40.1%
-29.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +7.5% | -17.8% | -17.3% |
| 7D | -31.3% | +4.5% | -35.7% | -34.3% |
| 30D | -49.4% | -4.1% | -45.3% | -47.0% |
| 3M | -41.4% | -22.1% | -19.2% | -22.9% |
| All | -69.7% | -40.1% | -29.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 6mo: compounded portfolio wealth divided by compounded QS 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…
6mo analysis · Full analysis span regression · Available span rolling