-14.3%
RKT vs QS
-62.6%
+48.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.6% |
| 7D | -9.0% | -14.0% | +5.1% | -7.4% |
| 30D | +30.2% | -6.4% | +36.6% | +31.1% |
| 3M | -8.8% | -40.3% | +31.4% | -3.4% |
| 6M | -0.9% | -57.5% | +56.6% | +8.6% |
| YTD | -29.2% | -64.7% | +35.5% | -21.2% |
| 1Y | -20.1% | -72.9% | +52.8% | -8.8% |
| 3Y | +81.3% | -33.5% | +114.8% | +75.2% |
| 5Y | -6.6% | -90.5% | +83.9% | -5.9% |
| All | -14.3% | -62.6% | +48.3% | +16.7% |
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