+319.2%
JPM vs QS
-44.4%
+363.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.4% |
| 30D | -0.2% | -0.7% | +0.6% | -0.2% |
| 3M | +15.9% | -39.6% | +55.5% | +18.0% |
| 6M | +20.9% | -21.7% | +42.7% | +21.6% |
| YTD | +12.9% | -47.4% | +60.3% | +15.2% |
| 1Y | +20.3% | -28.4% | +48.7% | +20.4% |
| 3Y | +160.9% | -22.6% | +183.5% | +153.0% |
| 5Y | +154.8% | -75.6% | +230.4% | +149.5% |
| All | +319.2% | -44.4% | +363.6% | +302.3% |
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