+30.8%
RIO vs QS
-71.4%
+102.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.5% | -3.9% | +2.0% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | -11.6% | -4.1% | -7.5% | -11.0% |
| 3M | -12.7% | -22.1% | +9.4% | -8.4% |
| 6M | -12.4% | -38.4% | +26.0% | -4.4% |
| YTD | +11.0% | -57.5% | +68.5% | +28.6% |
| 1Y | +30.8% | -71.3% | +102.2% | +56.1% |
| All | +30.8% | -71.4% | +102.3% | +56.1% |
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