+117.7%
RSP vs QS
-44.4%
+162.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.8% | -2.3% | +1.6% | -0.7% |
| 30D | -0.3% | -0.7% | +0.4% | -0.4% |
| 3M | +4.3% | -39.6% | +43.9% | +6.5% |
| 6M | +8.8% | -21.7% | +30.5% | +9.5% |
| YTD | +15.3% | -47.4% | +62.7% | +18.0% |
| 1Y | +18.3% | -28.4% | +46.6% | +18.3% |
| 3Y | +52.8% | -22.6% | +75.4% | +47.4% |
| 5Y | +51.7% | -75.6% | +127.3% | +47.8% |
| All | +117.7% | -44.4% | +162.1% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling