-4.2%
ROP vs QS
-44.4%
+40.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.6% |
| 7D | -4.4% | -2.3% | -2.1% | -4.4% |
| 30D | +3.2% | -0.7% | +4.0% | +3.2% |
| 3M | +23.1% | -39.6% | +62.7% | +23.9% |
| 6M | +13.3% | -21.7% | +35.0% | +13.4% |
| YTD | -7.9% | -47.4% | +39.6% | -7.1% |
| 1Y | -22.1% | -28.4% | +6.3% | -22.3% |
| 3Y | -16.8% | -22.6% | +5.8% | -18.5% |
| 5Y | -13.5% | -75.6% | +62.1% | -15.2% |
| All | -4.2% | -44.4% | +40.2% | -4.1% |
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