-71.9%
QS vs COMP
+25.5%
-97.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +4.4% |
| 7D | +13.7% | +14.5% | -0.9% | +7.6% |
| 30D | -0.2% | +14.9% | -15.1% | -5.8% |
| 3M | -24.8% | -14.2% | -10.6% | -21.3% |
| 6M | -39.4% | +23.7% | -63.1% | -44.8% |
| YTD | -56.1% | +2.1% | -58.2% | -57.7% |
| All | -71.9% | +25.5% | -97.4% | -73.1% |
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