+48.7%
RSP vs QS
-88.0%
+136.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.7% |
| 7D | +0.4% | +13.7% | -13.2% | -0.7% |
| 30D | +3.7% | -0.2% | +3.9% | +3.6% |
| 3M | +0.8% | -24.8% | +25.6% | +2.9% |
| 6M | +9.1% | -39.4% | +48.5% | +12.6% |
| YTD | +16.7% | -56.1% | +72.9% | +23.2% |
| 1Y | +19.7% | -72.5% | +92.2% | +31.2% |
| 3Y | +66.7% | -16.3% | +83.0% | +50.7% |
| 5Y | +48.7% | -87.6% | +136.3% | +53.8% |
| All | +48.7% | -88.0% | +136.7% | +53.8% |
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 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