-90.0%
QS vs COMP
-12.0%
-78.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.7% | -7.0% |
| 7D | -5.6% | +8.9% | -14.5% | -8.8% |
| 30D | -5.8% | +14.0% | -19.8% | -10.6% |
| 3M | -39.2% | -21.1% | -18.1% | -33.8% |
| 6M | -53.9% | +20.1% | -74.0% | -57.7% |
| YTD | -62.8% | -5.0% | -57.7% | -63.6% |
| 1Y | -73.5% | +5.7% | -79.2% | -75.2% |
| 3Y | -29.1% | +412.2% | -441.3% | -70.2% |
| 5Y | -90.0% | -12.1% | -77.9% | -91.8% |
| All | -90.0% | -12.0% | -78.0% | -91.8% |
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