-47.7%
QS vs REPL
-43.4%
-4.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.3% |
| 7D | -5.0% | -13.4% | +8.5% | -4.3% |
| 30D | -18.3% | -3.0% | -15.3% | -18.3% |
| 3M | -26.0% | +56.3% | -82.3% | -29.5% |
| 6M | -24.0% | +60.9% | -84.9% | -31.9% |
| YTD | -50.3% | +36.2% | -86.5% | -55.1% |
| 1Y | -38.0% | +121.0% | -159.0% | -47.7% |
| 3Y | -24.6% | -32.8% | +8.2% | -40.5% |
| 5Y | -75.4% | -58.7% | -16.8% | -80.8% |
| All | -47.7% | -43.4% | -4.3% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling