+15.9%
D vs QS
-74.4%
+90.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.2% |
| 7D | -1.4% | -14.0% | +12.6% | -1.5% |
| 30D | +7.7% | -6.4% | +14.1% | +7.8% |
| 3M | -0.3% | -40.3% | +40.0% | -1.1% |
| 6M | +10.1% | -57.5% | +67.6% | +8.8% |
| YTD | +19.1% | -64.7% | +83.8% | +18.1% |
| 1Y | +15.9% | -72.9% | +88.8% | +13.7% |
| All | +15.9% | -74.4% | +90.3% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling