-28.9%
RIG vs QS
-26.0%
-2.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | -4.2% | -5.0% | +0.8% | -3.6% |
| 30D | -0.7% | -18.3% | +17.6% | +1.4% |
| 3M | -4.0% | -26.0% | +22.0% | -1.6% |
| 6M | -6.3% | -24.0% | +17.7% | -5.4% |
| YTD | +39.7% | -50.3% | +90.0% | +48.5% |
| 1Y | +78.1% | -38.0% | +116.1% | +80.8% |
| All | -28.9% | -26.0% | -2.9% | -37.0% |
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