+180.5%
PL vs QS
-28.5%
+209.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.6% |
| 7D | -9.3% | -2.3% | -7.0% | -8.0% |
| 30D | -18.9% | -0.7% | -18.2% | -18.9% |
| 3M | -58.4% | -39.6% | -18.7% | -43.1% |
| 6M | -30.3% | -21.7% | -8.6% | -19.0% |
| YTD | -8.1% | -47.4% | +39.3% | +32.8% |
| 1Y | +180.5% | -28.4% | +208.9% | +183.5% |
| All | +180.5% | -28.5% | +209.0% | +183.5% |
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