+254.5%
RCL vs QS
-22.5%
+276.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.7% |
| 7D | +0.6% | -5.0% | +5.6% | +1.2% |
| 30D | +19.4% | -1.4% | +20.8% | +19.5% |
| 3M | +9.8% | -33.6% | +43.4% | +14.7% |
| 6M | +28.6% | -47.6% | +76.2% | +37.2% |
| YTD | +22.2% | -59.6% | +81.8% | +32.7% |
| 1Y | +29.7% | -73.5% | +103.3% | +46.3% |
| All | +254.5% | -22.5% | +276.9% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling