+12.7%
ROP vs QS
-60.6%
+73.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.9% | +0.2% |
| 7D | -2.7% | -5.6% | +2.9% | -2.6% |
| 30D | +29.7% | -5.8% | +35.5% | +29.8% |
| 3M | +21.2% | -39.2% | +60.4% | +22.0% |
| 6M | +48.3% | -53.9% | +102.2% | +49.8% |
| YTD | +8.4% | -62.8% | +71.2% | +9.8% |
| 1Y | +6.0% | -73.5% | +79.5% | +8.0% |
| 3Y | -5.6% | -29.1% | +23.5% | -7.6% |
| 5Y | +1.3% | -90.0% | +91.3% | -0.3% |
| All | +12.7% | -60.6% | +73.3% | +13.3% |
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