-91.0%
QS vs COMP
-53.0%
-38.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | +0.3% |
| 7D | +8.0% | +7.2% | +0.8% | +5.1% |
| 30D | -2.8% | +6.4% | -9.2% | -5.2% |
| 3M | -28.1% | -19.4% | -8.7% | -22.4% |
| 6M | -41.0% | +14.6% | -55.5% | -44.9% |
| YTD | -57.3% | -5.5% | -51.8% | -58.1% |
| 1Y | -72.7% | +13.7% | -86.3% | -75.2% |
| 3Y | -18.6% | +409.7% | -428.3% | -65.6% |
| 5Y | -87.0% | -17.0% | -70.0% | -89.6% |
| All | -91.0% | -53.0% | -38.0% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling