-60.8%
QS vs A
+85.0%
-145.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.6% | -6.1% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -5.8% | +0.8% | -6.6% | -6.1% |
| 3M | -39.2% | +16.9% | -56.1% | -46.2% |
| 6M | -53.9% | +53.8% | -107.7% | -68.0% |
| YTD | -62.8% | +28.1% | -90.9% | -70.2% |
| 1Y | -73.5% | +15.0% | -88.5% | -76.8% |
| 3Y | -29.1% | +63.1% | -92.2% | -57.1% |
| 5Y | -90.0% | +11.5% | -101.5% | -91.8% |
| All | -60.8% | +85.0% | -145.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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