-17.6%
RKT vs QS
-46.4%
+28.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -6.3% | -3.6% | -2.6% | -5.9% |
| 30D | -6.2% | -17.2% | +11.0% | -4.2% |
| 3M | -1.9% | -27.0% | +25.1% | +1.4% |
| 6M | -13.0% | -24.6% | +11.6% | -10.6% |
| YTD | -31.9% | -49.3% | +17.4% | -27.3% |
| 1Y | -37.6% | -40.3% | +2.8% | -35.4% |
| 3Y | +36.8% | -23.8% | +60.6% | +29.6% |
| 5Y | -9.7% | -75.0% | +65.2% | -12.4% |
| All | -17.6% | -46.4% | +28.8% | +7.8% |
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 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