+120.7%
RSP vs QS
-62.6%
+183.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.5% |
| 7D | +2.4% | -14.0% | +16.4% | +3.1% |
| 30D | +4.3% | -6.4% | +10.6% | +4.5% |
| 3M | -0.3% | -40.3% | +39.9% | +2.0% |
| 6M | +9.8% | -57.5% | +67.3% | +13.8% |
| YTD | +16.8% | -64.7% | +81.5% | +21.7% |
| 1Y | +19.5% | -72.9% | +92.4% | +26.0% |
| 3Y | +65.1% | -33.5% | +98.6% | +60.5% |
| 5Y | +48.7% | -90.5% | +139.2% | +48.1% |
| All | +120.7% | -62.6% | +183.3% | +124.0% |
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 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