+491.5%
RMBS vs QS
-43.2%
+534.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | +3.0% | +2.2% | +0.8% | +2.7% |
| 30D | -14.4% | -8.1% | -6.4% | -13.5% |
| 3M | -42.8% | -27.0% | -15.8% | -40.6% |
| 6M | -1.4% | -16.4% | +15.0% | +1.3% |
| YTD | -5.4% | -46.4% | +40.9% | +1.7% |
| 1Y | +18.6% | -41.1% | +59.7% | +25.3% |
| 3Y | +57.3% | -18.6% | +75.9% | +52.0% |
| 5Y | +265.7% | -73.0% | +338.7% | +263.6% |
| All | +491.5% | -43.2% | +534.7% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling