+2.2%
ROP vs QS
-90.5%
+92.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.6% |
| 7D | +0.7% | -14.0% | +14.7% | +1.1% |
| 30D | +28.8% | -6.4% | +35.1% | +28.9% |
| 3M | +21.1% | -40.3% | +61.3% | +22.8% |
| 6M | +52.5% | -57.5% | +110.0% | +56.0% |
| YTD | +8.9% | -64.7% | +73.6% | +11.8% |
| 1Y | +8.2% | -72.9% | +81.1% | +12.3% |
| 3Y | -5.2% | -33.5% | +28.3% | -10.5% |
| All | +2.2% | -90.5% | +92.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling