+152.2%
ROST vs QS
-44.4%
+196.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.9% | -2.3% | +3.3% | +1.1% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -0.8% | -39.6% | +38.8% | +1.6% |
| 6M | +8.5% | -21.7% | +30.2% | +9.2% |
| YTD | +28.6% | -47.4% | +76.0% | +32.0% |
| 1Y | +52.3% | -28.4% | +80.7% | +51.8% |
| 3Y | +94.8% | -22.6% | +117.4% | +84.9% |
| 5Y | +110.8% | -75.6% | +186.4% | +104.2% |
| All | +152.2% | -44.4% | +196.5% | +143.9% |
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 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