+111.9%
RSP vs QS
-47.4%
+159.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.1% | -5.0% | +1.8% | -2.9% |
| 30D | -3.4% | -18.3% | +14.9% | -2.5% |
| 3M | +3.6% | -26.0% | +29.6% | +4.8% |
| 6M | +9.0% | -24.0% | +33.0% | +9.8% |
| YTD | +12.2% | -50.3% | +62.5% | +15.1% |
| 1Y | +15.6% | -38.0% | +53.5% | +16.5% |
| 3Y | +51.6% | -24.6% | +76.2% | +46.5% |
| 5Y | +50.4% | -75.4% | +125.9% | +46.9% |
| All | +111.9% | -47.4% | +159.3% | +111.9% |
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 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