+311.5%
EOG vs QS
-43.2%
+354.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.1% |
| 30D | +7.9% | -8.1% | +15.9% | +8.1% |
| 3M | +4.5% | -27.0% | +31.5% | +5.1% |
| 6M | +12.3% | -16.4% | +28.7% | +12.3% |
| YTD | +41.9% | -46.4% | +88.2% | +43.7% |
| 1Y | +27.8% | -41.1% | +68.9% | +28.4% |
| 3Y | +21.8% | -18.6% | +40.4% | +18.1% |
| 5Y | +174.0% | -73.0% | +247.0% | +168.2% |
| All | +311.5% | -43.2% | +354.8% | +293.0% |
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