-49.6%
ORCL vs QS
-73.4%
+23.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.6% | +0.5% |
| 7D | +0.5% | +13.7% | -13.2% | -4.7% |
| 30D | -15.3% | -0.2% | -15.1% | -15.5% |
| 3M | -18.2% | -24.8% | +6.6% | -9.3% |
| 6M | -38.4% | -39.4% | +1.0% | -27.5% |
| YTD | -37.7% | -56.1% | +18.4% | -22.8% |
| All | -49.6% | -73.4% | +23.8% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling