-21.3%
QS vs REPL
-25.2%
+4.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -2.3% | -3.0% | +0.7% | -2.3% |
| 30D | -0.7% | +27.1% | -27.9% | -1.0% |
| 3M | -39.6% | +52.4% | -92.0% | -40.2% |
| 6M | -21.7% | +107.4% | -129.2% | -24.0% |
| YTD | -47.4% | +54.7% | -102.1% | -49.0% |
| 1Y | -28.4% | +158.9% | -187.2% | -30.5% |
| All | -21.3% | -25.2% | +4.0% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling