+13.8%
ORCL vs QS
-32.2%
+46.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.7% |
| 7D | +8.0% | -14.0% | +22.0% | +9.9% |
| 30D | -4.0% | -6.4% | +2.4% | -3.3% |
| 3M | -19.5% | -40.3% | +20.8% | -14.3% |
| 6M | -33.5% | -57.5% | +24.0% | -26.9% |
| YTD | -34.8% | -64.7% | +29.9% | -27.9% |
| 1Y | -41.6% | -72.9% | +31.3% | -34.3% |
| 3Y | +13.8% | -33.5% | +47.2% | +9.5% |
| All | +13.8% | -32.2% | +46.0% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling