+54.2%
RSP vs QS
-19.7%
+73.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.5% |
| 30D | -1.5% | -8.1% | +6.5% | -1.1% |
| 3M | +4.8% | -27.0% | +31.8% | +6.3% |
| 6M | +10.3% | -16.4% | +26.7% | +10.7% |
| YTD | +14.1% | -46.4% | +60.4% | +17.0% |
| 1Y | +17.0% | -41.1% | +58.1% | +18.3% |
| 3Y | +54.2% | -18.6% | +72.8% | +45.8% |
| All | +54.2% | -19.7% | +73.9% | +45.8% |
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