+38.5%
O vs QS
-44.4%
+82.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.7% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | +3.8% | -39.6% | +43.5% | +5.0% |
| 6M | -4.7% | -21.7% | +17.0% | -4.5% |
| YTD | +12.5% | -47.4% | +59.9% | +13.9% |
| 1Y | +10.8% | -28.4% | +39.2% | +10.6% |
| 3Y | +28.8% | -22.6% | +51.4% | +25.5% |
| 5Y | +13.2% | -75.6% | +88.8% | +11.1% |
| All | +38.5% | -44.4% | +82.8% | +31.8% |
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