+223.6%
ON vs QS
-62.6%
+286.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.5% | -2.9% |
| 7D | +12.2% | -14.0% | +26.3% | +14.6% |
| 30D | -3.1% | -6.4% | +3.2% | -2.3% |
| 3M | -12.9% | -40.3% | +27.4% | -6.4% |
| 6M | -38.6% | -57.5% | +18.9% | -31.0% |
| YTD | +31.2% | -64.7% | +95.9% | +50.0% |
| 1Y | +47.6% | -72.9% | +120.5% | +74.5% |
| 3Y | +6.6% | -33.5% | +40.1% | +2.0% |
| 5Y | +21.3% | -90.5% | +111.8% | +27.9% |
| All | +223.6% | -62.6% | +286.2% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling