+137.9%
INTC vs QS
-43.2%
+181.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.0% | +7.0% | +8.8% |
| 7D | +17.4% | +2.2% | +15.2% | +17.2% |
| 30D | +2.8% | -8.1% | +10.8% | +3.6% |
| 3M | -5.3% | -27.0% | +21.8% | -2.3% |
| 6M | +140.6% | -16.4% | +157.0% | +144.7% |
| YTD | +183.1% | -46.4% | +229.5% | +199.1% |
| 1Y | +326.8% | -41.1% | +367.9% | +344.1% |
| 3Y | +179.4% | -18.6% | +198.1% | +170.2% |
| 5Y | +111.7% | -73.0% | +184.8% | +108.8% |
| All | +137.9% | -43.2% | +181.1% | +145.2% |
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