-8.6%
ROP vs QS
-47.4%
+38.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -8.0% | -5.0% | -3.0% | -7.9% |
| 30D | -2.7% | -18.3% | +15.6% | -2.5% |
| 3M | +16.6% | -26.0% | +42.6% | +17.0% |
| 6M | +10.4% | -24.0% | +34.4% | +10.5% |
| YTD | -12.1% | -50.3% | +38.2% | -11.3% |
| 1Y | -23.6% | -38.0% | +14.3% | -23.6% |
| 3Y | -19.3% | -24.6% | +5.3% | -21.0% |
| 5Y | -15.4% | -75.4% | +60.1% | -16.9% |
| All | -8.6% | -47.4% | +38.9% | -8.4% |
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