+168.7%
RSG vs QS
-46.4%
+215.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.8% |
| 7D | 0.0% | -3.6% | +3.7% | 0.0% |
| 30D | +4.0% | -17.2% | +21.2% | +4.0% |
| 3M | +7.4% | -27.0% | +34.3% | +7.4% |
| 6M | +0.1% | -24.6% | +24.7% | +0.1% |
| YTD | +6.0% | -49.3% | +55.3% | +6.1% |
| 1Y | -3.0% | -40.3% | +37.4% | -3.0% |
| 3Y | +56.5% | -23.8% | +80.3% | +55.5% |
| 5Y | +90.9% | -75.0% | +165.9% | +89.6% |
| All | +168.7% | -46.4% | +215.1% | +171.8% |
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