+49.6%
ON vs QS
-75.8%
+125.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -4.7% | -5.0% | +0.2% | -3.7% |
| 30D | -13.5% | -18.3% | +4.8% | -9.4% |
| 3M | -36.3% | -26.0% | -10.3% | -32.1% |
| 6M | +17.8% | -24.0% | +41.8% | +24.5% |
| YTD | +29.6% | -50.3% | +79.9% | +49.0% |
| 1Y | +45.8% | -38.0% | +83.8% | +52.7% |
| 3Y | -28.3% | -24.6% | -3.7% | -39.6% |
| 5Y | +49.6% | -75.4% | +125.1% | +46.0% |
| All | +49.6% | -75.8% | +125.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling