+103.5%
RIO vs QS
-74.8%
+178.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +0.5% |
| 7D | +1.0% | -4.2% | +5.2% | +1.3% |
| 30D | +4.0% | -15.7% | +19.7% | +5.5% |
| 3M | +4.5% | -28.7% | +33.2% | +7.1% |
| 6M | +17.3% | -23.2% | +40.6% | +19.3% |
| YTD | +36.2% | -49.9% | +86.1% | +42.7% |
| 1Y | +76.1% | -38.8% | +115.0% | +79.7% |
| 3Y | +102.5% | -24.0% | +126.5% | +92.4% |
| 5Y | +103.5% | -75.6% | +179.1% | +108.0% |
| All | +103.5% | -74.8% | +178.3% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling