+260.9%
RTX vs QS
-60.6%
+321.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -1.3% |
| 7D | +3.4% | -5.6% | +9.0% | +3.5% |
| 30D | +8.4% | -5.8% | +14.2% | +8.5% |
| 3M | -10.7% | -39.2% | +28.5% | -9.7% |
| 6M | +11.7% | -53.9% | +65.6% | +13.4% |
| YTD | +9.3% | -62.8% | +72.1% | +11.3% |
| 1Y | +13.3% | -73.5% | +86.8% | +16.2% |
| 3Y | +156.1% | -29.1% | +185.2% | +149.8% |
| 5Y | +148.5% | -90.0% | +238.5% | +149.9% |
| All | +260.9% | -60.6% | +321.5% | +256.4% |
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