+50.5%
RSP vs QS
-74.8%
+125.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.7% | -0.4% |
| 7D | -1.8% | -4.2% | +2.4% | -1.5% |
| 30D | -2.5% | -15.7% | +13.1% | -1.2% |
| 3M | +3.0% | -28.7% | +31.7% | +5.3% |
| 6M | +8.9% | -23.2% | +32.1% | +10.2% |
| YTD | +13.0% | -49.9% | +62.9% | +18.0% |
| 1Y | +16.2% | -38.8% | +55.0% | +17.6% |
| 3Y | +52.7% | -24.0% | +76.7% | +41.1% |
| 5Y | +50.5% | -75.6% | +126.1% | +44.6% |
| All | +50.5% | -74.8% | +125.3% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling