+260.4%
RTX vs QS
-47.4%
+307.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -2.0% | -5.0% | +3.0% | -1.9% |
| 30D | -11.2% | -18.3% | +7.1% | -10.8% |
| 3M | +12.0% | -26.0% | +38.0% | +12.6% |
| 6M | -3.6% | -24.0% | +20.5% | -3.3% |
| YTD | +9.2% | -50.3% | +59.5% | +10.6% |
| 1Y | +29.7% | -38.0% | +67.7% | +30.1% |
| 3Y | +152.0% | -24.6% | +176.6% | +146.0% |
| 5Y | +165.8% | -75.4% | +241.2% | +162.6% |
| All | +260.4% | -47.4% | +307.8% | +253.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling