+227.2%
ORCL vs QS
-43.2%
+270.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +2.2% |
| 7D | +15.0% | +2.2% | +12.8% | +14.9% |
| 30D | +10.5% | -8.1% | +18.6% | +11.1% |
| 3M | -23.0% | -27.0% | +4.0% | -21.8% |
| 6M | +7.0% | -16.4% | +23.4% | +8.0% |
| YTD | -15.8% | -46.4% | +30.5% | -13.5% |
| 1Y | -31.1% | -41.1% | +10.0% | -29.7% |
| 3Y | +33.3% | -18.6% | +51.9% | +31.2% |
| 5Y | +94.3% | -73.0% | +167.4% | +92.2% |
| All | +227.2% | -43.2% | +270.4% | +244.7% |
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