+54.9%
RMBS vs QS
-25.4%
+80.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +2.4% |
| 7D | +3.5% | -4.2% | +7.7% | +4.4% |
| 30D | -8.6% | -15.7% | +7.1% | -5.0% |
| 3M | -40.3% | -28.7% | -11.6% | -35.7% |
| 6M | -1.0% | -23.2% | +22.3% | +5.7% |
| YTD | -4.6% | -49.9% | +45.3% | +9.4% |
| 1Y | +17.6% | -38.8% | +56.4% | +29.3% |
| All | +54.9% | -25.4% | +80.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling