+367.8%
OXY vs QS
-43.2%
+411.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +8.5% | -8.1% | +16.5% | +8.9% |
| 3M | +6.0% | -27.0% | +33.0% | +7.4% |
| 6M | +13.0% | -16.4% | +29.4% | +13.0% |
| YTD | +48.9% | -46.4% | +95.2% | +52.8% |
| 1Y | +36.4% | -41.1% | +77.5% | +37.7% |
| 3Y | -2.3% | -18.6% | +16.3% | -7.6% |
| 5Y | +160.6% | -73.0% | +233.7% | +153.5% |
| All | +367.8% | -43.2% | +411.0% | +319.6% |
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