+52.3%
ROST vs QS
-28.5%
+80.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.9% | -2.3% | +3.3% | +1.0% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -0.8% | -39.6% | +38.8% | +0.2% |
| 6M | +8.5% | -21.7% | +30.2% | +8.3% |
| YTD | +28.6% | -47.4% | +76.0% | +28.8% |
| 1Y | +52.3% | -28.4% | +80.7% | +55.4% |
| All | +52.3% | -28.5% | +80.8% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling