+317.5%
EOG vs QS
-47.4%
+364.9%
-33.4%
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 | +1.0% | -5.0% | +6.0% | +1.1% |
| 30D | +2.8% | -18.3% | +21.1% | +3.3% |
| 3M | +5.9% | -26.0% | +31.9% | +6.5% |
| 6M | +17.1% | -24.0% | +41.1% | +17.3% |
| YTD | +43.9% | -50.3% | +94.2% | +46.0% |
| 1Y | +26.9% | -38.0% | +64.8% | +27.1% |
| 3Y | +23.6% | -24.6% | +48.2% | +20.0% |
| 5Y | +178.1% | -75.4% | +253.6% | +172.8% |
| All | +317.5% | -47.4% | +364.9% | +299.4% |
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