+146.9%
ROST vs QS
-47.4%
+194.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -2.5% | -5.0% | +2.5% | -2.2% |
| 30D | -10.3% | -18.3% | +8.0% | -9.3% |
| 3M | -2.6% | -26.0% | +23.4% | -1.3% |
| 6M | +6.5% | -24.0% | +30.6% | +7.4% |
| YTD | +25.9% | -50.3% | +76.2% | +29.6% |
| 1Y | +52.3% | -38.0% | +90.3% | +53.3% |
| 3Y | +94.6% | -24.6% | +119.2% | +84.9% |
| 5Y | +111.1% | -75.4% | +186.5% | +104.9% |
| All | +146.9% | -47.4% | +194.4% | +139.6% |
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