-71.3%
QS vs REPL
+125.1%
-196.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +4.5% | +28.8% | -24.3% | +3.6% |
| 30D | -4.1% | +57.3% | -61.5% | -5.6% |
| 3M | -22.1% | +73.6% | -95.7% | -23.6% |
| 6M | -38.4% | +582.8% | -621.2% | -44.7% |
| YTD | -57.5% | +112.9% | -170.3% | -64.5% |
| 1Y | -71.3% | +130.7% | -202.0% | -75.8% |
| All | -71.3% | +125.1% | -196.4% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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