-73.1%
QS vs COMP
+16.2%
-89.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.6% | -0.2% |
| 7D | +5.4% | +13.4% | -8.0% | +0.1% |
| 30D | -5.3% | +11.1% | -16.4% | -9.4% |
| 3M | -22.6% | -18.8% | -3.8% | -17.1% |
| 6M | -46.2% | +10.5% | -56.7% | -48.8% |
| YTD | -58.9% | -3.4% | -55.5% | -59.4% |
| 1Y | -73.1% | +19.7% | -92.8% | -73.2% |
| All | -73.1% | +16.2% | -89.2% | -73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling