+265.3%
RTX vs QS
-44.4%
+309.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -5.2% | -2.3% | -2.8% | -5.1% |
| 30D | -9.4% | -0.7% | -8.7% | -9.4% |
| 3M | +12.3% | -39.6% | +51.9% | +13.4% |
| 6M | -3.1% | -21.7% | +18.6% | -2.9% |
| YTD | +10.7% | -47.4% | +58.1% | +11.9% |
| 1Y | +28.4% | -28.4% | +56.8% | +28.2% |
| 3Y | +147.1% | -22.6% | +169.7% | +141.1% |
| 5Y | +167.2% | -75.6% | +242.8% | +164.1% |
| All | +265.3% | -44.4% | +309.7% | +258.2% |
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