+120.6%
IR vs QS
-44.4%
+165.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -2.8% | -2.3% | -0.5% | -2.7% |
| 30D | -15.1% | -0.7% | -14.4% | -15.2% |
| 3M | +6.1% | -39.6% | +45.7% | +9.0% |
| 6M | -16.8% | -21.7% | +4.9% | -16.1% |
| YTD | -3.5% | -47.4% | +43.9% | -0.5% |
| 1Y | -3.5% | -28.4% | +24.9% | -3.4% |
| 3Y | +9.5% | -22.6% | +32.1% | +5.0% |
| 5Y | +45.1% | -75.6% | +120.7% | +40.7% |
| All | +120.6% | -44.4% | +165.0% | +121.7% |
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 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