-3.1%
RSG vs QS
-13.7%
+10.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.3% |
| 7D | -0.7% | +2.2% | -2.9% | -0.5% |
| 30D | +3.3% | -8.1% | +11.4% | +2.4% |
| 3M | +8.5% | -27.0% | +35.5% | +5.4% |
| All | -3.1% | -13.7% | +10.6% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling