+151.8%
RIO vs QS
-47.4%
+199.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.2% |
| 7D | -3.4% | -5.0% | +1.6% | -3.1% |
| 30D | +0.6% | -18.3% | +18.9% | +1.5% |
| 3M | +2.5% | -26.0% | +28.5% | +3.7% |
| 6M | +10.8% | -24.0% | +34.8% | +11.9% |
| YTD | +30.5% | -50.3% | +80.8% | +33.8% |
| 1Y | +68.1% | -38.0% | +106.1% | +70.1% |
| 3Y | +94.0% | -24.6% | +118.6% | +90.5% |
| 5Y | +92.0% | -75.4% | +167.4% | +89.8% |
| All | +151.8% | -47.4% | +199.2% | +160.3% |
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