+88.7%
RIG vs QS
-28.5%
+117.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +0.9% | -2.3% | +3.2% | +1.0% |
| 30D | +13.8% | -0.7% | +14.5% | +13.8% |
| 3M | -6.4% | -39.6% | +33.2% | -2.5% |
| 6M | -8.2% | -21.7% | +13.6% | -8.0% |
| YTD | +41.6% | -47.4% | +89.1% | +48.9% |
| 1Y | +88.7% | -28.4% | +117.1% | +94.4% |
| All | +88.7% | -28.5% | +117.2% | +94.4% |
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 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