+35.9%
INTC vs QS
-62.6%
+98.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.6% | -2.0% |
| 7D | +6.0% | -14.0% | +20.0% | +7.7% |
| 30D | -39.2% | -6.4% | -32.8% | -38.8% |
| 3M | -42.9% | -40.3% | -2.7% | -39.8% |
| 6M | -50.4% | -57.5% | +7.1% | -46.0% |
| YTD | +61.7% | -64.7% | +126.4% | +78.4% |
| 1Y | +66.1% | -72.9% | +139.0% | +87.2% |
| 3Y | +58.1% | -33.5% | +91.6% | +57.7% |
| 5Y | +27.9% | -90.5% | +118.4% | +32.4% |
| All | +35.9% | -62.6% | +98.5% | +46.2% |
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