-38.8%
QS vs REPL
+136.9%
-175.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.5% | -6.6% |
| 7D | -4.2% | -9.6% | +5.4% | -4.1% |
| 30D | -15.7% | +5.7% | -21.4% | -15.7% |
| 3M | -28.7% | +56.4% | -85.1% | -29.4% |
| 6M | -23.2% | +67.4% | -90.7% | -26.7% |
| YTD | -49.9% | +48.7% | -98.6% | -52.4% |
| 1Y | -38.8% | +148.3% | -187.1% | -40.8% |
| All | -38.8% | +136.9% | -175.7% | -40.8% |
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