-92.5%
QS vs COMP
-52.0%
-40.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.8% | -5.8% |
| 7D | -14.0% | 0.0% | -14.0% | -14.1% |
| 30D | -6.4% | +16.6% | -22.9% | -12.0% |
| 3M | -40.3% | -23.5% | -16.7% | -34.2% |
| 6M | -57.5% | +25.7% | -83.2% | -61.6% |
| YTD | -64.7% | -3.4% | -61.3% | -65.7% |
| 1Y | -72.9% | +7.6% | -80.5% | -74.8% |
| 3Y | -33.5% | +423.6% | -457.0% | -72.2% |
| 5Y | -90.5% | -10.6% | -79.9% | -92.6% |
| All | -92.5% | -52.0% | -40.6% | -93.0% |
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