Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RMBS vs QS✓SelectedUSD · QSRMBS vs QS performance historyLatest closeAs of+1.90%09/11
Stock and ETF performance explorer

RMBS vs QS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+492.0%
QS return
-46.4%
Excess return
+538.4%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQSExcessAlpha
1D+1.9%+1.9%0.0%+1.7%
7D+1.8%-3.6%+5.4%+2.2%
30D-13.9%-17.2%+3.3%-11.8%
3M-39.8%-27.0%-12.8%-37.4%
6M-6.0%-24.6%+18.6%-2.3%
YTD-5.4%-49.3%+44.0%+2.5%
1Y-1.8%-40.3%+38.5%+3.9%
3Y+53.7%-23.8%+77.5%+49.7%
5Y+268.5%-75.0%+343.5%+269.1%
All+492.0%-46.4%+538.4%+528.9%

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