+219.6%
ORCL vs QS
-44.4%
+264.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +5.3% | -2.3% | +7.6% | +5.4% |
| 30D | +10.0% | -0.7% | +10.7% | +10.0% |
| 3M | -32.6% | -39.6% | +7.1% | -30.8% |
| 6M | +4.9% | -21.7% | +26.6% | +6.2% |
| YTD | -17.8% | -47.4% | +29.7% | -15.4% |
| 1Y | -28.0% | -28.4% | +0.4% | -27.1% |
| 3Y | +36.0% | -22.6% | +58.6% | +34.1% |
| 5Y | +88.7% | -75.6% | +164.3% | +86.8% |
| All | +219.6% | -44.4% | +264.0% | +237.1% |
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