+52.3%
ROK vs QS
-25.4%
+77.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | 0.0% |
| 7D | +0.2% | -4.2% | +4.4% | +0.6% |
| 30D | -1.8% | -15.7% | +13.9% | 0.0% |
| 3M | -7.2% | -28.7% | +21.5% | -4.2% |
| 6M | +14.2% | -23.2% | +37.4% | +16.4% |
| YTD | +10.6% | -49.9% | +60.5% | +17.4% |
| 1Y | +25.9% | -38.8% | +64.7% | +28.8% |
| All | +52.3% | -25.4% | +77.7% | +48.0% |
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 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