-23.5%
RCL vs QS
-45.8%
+22.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.6% | +4.8% | -1.0% |
| 7D | -2.2% | -4.2% | +2.0% | -1.7% |
| 30D | -15.7% | -15.7% | 0.0% | -13.9% |
| 3M | -8.0% | -28.7% | +20.7% | -4.5% |
| 6M | -10.1% | -23.2% | +13.1% | -7.4% |
| YTD | -5.9% | -49.9% | +44.0% | -1.6% |
| 1Y | -23.5% | -38.8% | +15.3% | -16.1% |
| All | -23.5% | -45.8% | +22.3% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling