+54.0%
ROST vs QS
-36.7%
+90.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | +0.2% | -3.6% | +3.9% | +0.3% |
| 30D | -6.9% | -17.2% | +10.4% | -6.5% |
| 3M | -3.3% | -27.0% | +23.7% | -2.8% |
| 6M | +9.0% | -24.6% | +33.6% | +8.9% |
| YTD | +28.9% | -49.3% | +78.2% | +28.8% |
| 1Y | +54.0% | -40.3% | +94.3% | +59.9% |
| All | +54.0% | -36.7% | +90.7% | +59.9% |
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