+352.3%
RCL vs QS
-44.4%
+396.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -19.0% | -0.7% | -18.3% | -19.1% |
| 3M | -9.6% | -39.6% | +30.1% | -4.2% |
| 6M | -6.7% | -21.7% | +15.0% | -4.6% |
| YTD | -3.9% | -47.4% | +43.5% | +2.7% |
| 1Y | -25.1% | -28.4% | +3.3% | -25.0% |
| 3Y | +179.1% | -22.6% | +201.7% | +154.5% |
| 5Y | +243.3% | -75.6% | +318.9% | +233.1% |
| All | +352.3% | -44.4% | +396.7% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling