+212.2%
RF vs QS
-56.5%
+268.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.6% |
| 7D | -0.9% | +5.4% | -6.3% | -1.3% |
| 30D | +6.0% | -5.3% | +11.3% | +6.3% |
| 3M | -8.9% | -22.6% | +13.7% | -7.5% |
| 6M | +2.3% | -46.2% | +48.5% | +5.9% |
| YTD | +7.6% | -58.9% | +66.5% | +13.0% |
| 1Y | +21.2% | -73.1% | +94.2% | +30.9% |
| 3Y | +108.5% | -27.2% | +135.7% | +99.6% |
| 5Y | +43.2% | -86.2% | +129.4% | +41.8% |
| All | +212.2% | -56.5% | +268.8% | +205.5% |
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