+161.6%
RIO vs QS
-44.4%
+206.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +4.0% | -0.7% | +4.7% | +4.0% |
| 3M | +0.1% | -39.6% | +39.8% | +2.2% |
| 6M | +12.7% | -21.7% | +34.4% | +13.7% |
| YTD | +35.6% | -47.4% | +83.0% | +38.7% |
| 1Y | +73.7% | -28.4% | +102.1% | +74.6% |
| 3Y | +93.3% | -22.6% | +115.9% | +89.5% |
| 5Y | +92.4% | -75.6% | +168.0% | +89.7% |
| All | +161.6% | -44.4% | +206.0% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling