+55.3%
RSG vs QS
-26.0%
+81.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -1.8% | -5.0% | +3.2% | -1.9% |
| 30D | +2.8% | -18.3% | +21.1% | +2.5% |
| 3M | +4.3% | -26.0% | +30.3% | +3.9% |
| 6M | -0.5% | -24.0% | +23.5% | -0.8% |
| YTD | +5.2% | -50.3% | +55.5% | +4.7% |
| 1Y | -2.1% | -38.0% | +35.8% | -2.4% |
| All | +55.3% | -26.0% | +81.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling