+38.5%
RMD vs QS
-62.6%
+101.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.4% | +0.5% |
| 7D | +2.1% | -14.0% | +16.1% | +2.7% |
| 30D | +2.1% | -6.4% | +8.4% | +2.3% |
| 3M | +6.2% | -40.3% | +46.5% | +8.5% |
| 6M | +19.4% | -57.5% | +76.9% | +23.3% |
| YTD | +0.5% | -64.7% | +65.2% | +4.4% |
| 1Y | -3.9% | -72.9% | +68.9% | +0.8% |
| 3Y | +72.5% | -33.5% | +106.0% | +66.7% |
| 5Y | -1.5% | -90.5% | +89.0% | -3.1% |
| All | +38.5% | -62.6% | +101.1% | +42.7% |
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