-87.0%
QS vs REPL
-29.4%
-57.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -2.9% |
| 7D | +8.0% | +12.7% | -4.7% | +7.3% |
| 30D | -2.8% | +73.5% | -76.3% | -5.9% |
| 3M | -28.1% | +70.3% | -98.4% | -30.4% |
| 6M | -41.0% | +472.0% | -513.0% | -49.4% |
| YTD | -57.3% | +139.5% | -196.8% | -62.9% |
| 1Y | -72.7% | +167.3% | -239.9% | -76.5% |
| 3Y | -18.6% | +109.5% | -128.2% | -51.4% |
| 5Y | -87.0% | -29.9% | -57.1% | -87.3% |
| All | -87.0% | -29.4% | -57.6% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling