-73.0%
QS vs REPL
-53.9%
-19.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | +2.2% | -5.7% | +7.9% | +2.5% |
| 30D | -8.1% | +22.5% | -30.5% | -9.2% |
| 3M | -27.0% | +64.7% | -91.7% | -31.0% |
| 6M | -16.4% | +83.0% | -99.5% | -26.5% |
| YTD | -46.4% | +52.0% | -98.3% | -52.3% |
| 1Y | -41.1% | +144.5% | -185.6% | -51.6% |
| 3Y | -18.6% | -25.1% | +6.4% | -35.7% |
| 5Y | -73.0% | -52.9% | -20.2% | -73.5% |
| All | -73.0% | -53.9% | -19.1% | -73.5% |
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