+173.9%
RIG vs QS
-46.4%
+220.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.9% |
| 7D | -3.1% | -3.6% | +0.6% | -2.7% |
| 30D | -0.5% | -17.2% | +16.7% | +1.5% |
| 3M | -6.0% | -27.0% | +21.0% | -3.4% |
| 6M | -10.1% | -24.6% | +14.4% | -9.0% |
| YTD | +37.3% | -49.3% | +86.6% | +45.4% |
| 1Y | +73.9% | -40.3% | +114.3% | +77.9% |
| 3Y | -30.2% | -23.8% | -6.4% | -35.6% |
| 5Y | +62.5% | -75.0% | +137.4% | +58.0% |
| All | +173.9% | -46.4% | +220.3% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling