+12.5%
OXY vs QS
-19.4%
+31.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +0.2% |
| 7D | +0.6% | -4.2% | +4.9% | +0.1% |
| 30D | +4.5% | -15.7% | +20.2% | +2.2% |
| 3M | +8.9% | -28.7% | +37.6% | +4.9% |
| 6M | +12.5% | -23.2% | +35.7% | +15.8% |
| All | +12.5% | -19.4% | +31.9% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling