+54.8%
ON vs QS
-28.5%
+83.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +2.4% | -2.3% | +4.8% | +3.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.2% |
| 3M | -43.6% | -39.6% | -3.9% | -38.3% |
| 6M | +19.0% | -21.7% | +40.7% | +25.0% |
| YTD | +37.4% | -47.4% | +84.8% | +49.1% |
| 1Y | +54.8% | -28.4% | +83.1% | +69.9% |
| All | +54.8% | -28.5% | +83.2% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling