+66.7%
RSP vs QS
-20.8%
+87.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.9% |
| 7D | +0.4% | +13.7% | -13.2% | -0.3% |
| 30D | +3.7% | -0.2% | +3.9% | +3.6% |
| 3M | +0.8% | -24.8% | +25.6% | +2.1% |
| 6M | +9.1% | -39.4% | +48.5% | +11.3% |
| YTD | +16.7% | -56.1% | +72.9% | +20.7% |
| 1Y | +19.7% | -72.5% | +92.2% | +26.5% |
| 3Y | +66.7% | -16.3% | +83.0% | +56.7% |
| All | +66.7% | -20.8% | +87.5% | +56.7% |
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