-21.7%
QS vs COMP
+215.9%
-237.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -2.3% | +1.4% | -3.7% | -2.9% |
| 30D | -0.7% | -13.3% | +12.6% | +3.9% |
| 3M | -39.6% | +41.1% | -80.8% | -46.6% |
| 6M | -21.7% | +17.2% | -38.9% | -27.6% |
| YTD | -47.4% | +5.2% | -52.6% | -49.9% |
| 1Y | -28.4% | +18.9% | -47.3% | -35.3% |
| All | -21.7% | +215.9% | -237.6% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling