-74.7%
OPEN vs QS
-47.4%
-27.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | -10.5% | -5.0% | -5.6% | -9.0% |
| 30D | -21.8% | -18.3% | -3.5% | -16.0% |
| 3M | -37.5% | -26.0% | -11.5% | -30.8% |
| 6M | -44.1% | -24.0% | -20.1% | -39.3% |
| YTD | -52.0% | -50.3% | -1.7% | -39.7% |
| 1Y | -52.2% | -38.0% | -14.3% | -47.3% |
| 3Y | -25.9% | -24.6% | -1.3% | -33.9% |
| 5Y | -85.1% | -75.4% | -9.6% | -81.9% |
| All | -74.7% | -47.4% | -27.2% | -70.5% |
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 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