+261.3%
RTX vs QS
-62.6%
+323.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.2% |
| 7D | +4.8% | -14.0% | +18.8% | +5.1% |
| 30D | +6.5% | -6.4% | +12.9% | +6.6% |
| 3M | -9.6% | -40.3% | +30.6% | -8.7% |
| 6M | +12.3% | -57.5% | +69.8% | +14.2% |
| YTD | +9.5% | -64.7% | +74.1% | +11.6% |
| 1Y | +15.8% | -72.9% | +88.7% | +18.8% |
| 3Y | +157.0% | -33.5% | +190.5% | +151.0% |
| 5Y | +148.8% | -90.5% | +239.3% | +150.5% |
| All | +261.3% | -62.6% | +323.9% | +257.2% |
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