+134.6%
ORCL vs QS
-56.5%
+191.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.6% |
| 7D | -11.2% | +5.4% | -16.6% | -11.4% |
| 30D | -18.8% | -5.3% | -13.5% | -18.6% |
| 3M | -18.8% | -22.6% | +3.8% | -17.6% |
| 6M | -39.7% | -46.2% | +6.4% | -37.7% |
| YTD | -39.6% | -58.9% | +19.3% | -37.0% |
| 1Y | -51.7% | -73.1% | +21.3% | -48.8% |
| 3Y | +10.2% | -27.2% | +37.4% | +9.8% |
| 5Y | +30.8% | -86.2% | +117.0% | +30.9% |
| All | +134.6% | -56.5% | +191.1% | +151.0% |
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