-88.6%
QS vs COMP
-17.6%
-71.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.6% | 0.0% |
| 7D | +5.4% | +13.4% | -8.0% | +0.3% |
| 30D | -5.3% | +11.1% | -16.4% | -9.2% |
| 3M | -22.6% | -18.8% | -3.8% | -16.7% |
| 6M | -46.2% | +10.5% | -56.7% | -48.9% |
| YTD | -58.9% | -3.4% | -55.5% | -60.0% |
| 1Y | -73.1% | +19.7% | -92.8% | -76.0% |
| 3Y | -27.2% | +381.6% | -408.8% | -68.4% |
| All | -88.6% | -17.6% | -71.0% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling