+238.7%
ON vs QS
-44.4%
+283.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +2.4% | -2.3% | +4.8% | +2.8% |
| 30D | -3.3% | -0.7% | -2.6% | -3.2% |
| 3M | -43.6% | -39.6% | -3.9% | -39.5% |
| 6M | +19.0% | -21.7% | +40.7% | +22.8% |
| YTD | +37.4% | -47.4% | +84.8% | +48.7% |
| 1Y | +54.8% | -28.4% | +83.1% | +56.8% |
| 3Y | -25.2% | -22.6% | -2.6% | -30.3% |
| 5Y | +62.7% | -75.6% | +138.3% | +59.4% |
| All | +238.7% | -44.4% | +283.1% | +240.5% |
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