-1.8%
RMBS vs QS
-36.7%
+34.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | +1.8% | -3.6% | +5.4% | +3.3% |
| 30D | -13.9% | -17.2% | +3.3% | -6.7% |
| 3M | -39.8% | -27.0% | -12.8% | -31.6% |
| 6M | -6.0% | -24.6% | +18.6% | +6.0% |
| YTD | -5.4% | -49.3% | +44.0% | +18.7% |
| 1Y | -1.8% | -40.3% | +38.5% | +25.0% |
| All | -1.8% | -36.7% | +34.9% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling