+36.2%
OXY vs QS
-36.7%
+72.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +2.8% | -3.6% | +6.5% | +2.8% |
| 30D | +5.5% | -17.2% | +22.7% | +5.1% |
| 3M | +11.3% | -27.0% | +38.3% | +11.1% |
| 6M | +11.6% | -24.6% | +36.2% | +11.4% |
| YTD | +51.6% | -49.3% | +100.9% | +54.0% |
| 1Y | +36.2% | -40.3% | +76.5% | +39.1% |
| All | +36.2% | -36.7% | +72.9% | +39.1% |
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 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