-3.0%
RSG vs QS
-36.7%
+33.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.8% |
| 7D | 0.0% | -3.6% | +3.7% | -0.1% |
| 30D | +4.0% | -17.2% | +21.2% | +3.1% |
| 3M | +7.4% | -27.0% | +34.3% | +6.3% |
| 6M | +0.1% | -24.6% | +24.7% | -0.8% |
| YTD | +6.0% | -49.3% | +55.3% | +4.7% |
| 1Y | -3.0% | -40.3% | +37.4% | -4.0% |
| All | -3.0% | -36.7% | +33.7% | -4.0% |
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