-44.6%
QS vs REPL
-35.7%
-8.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -2.3% | -3.0% | +0.7% | -2.2% |
| 30D | -0.7% | +27.1% | -27.9% | -2.1% |
| 3M | -39.6% | +52.4% | -92.0% | -42.3% |
| 6M | -21.7% | +107.4% | -129.2% | -31.0% |
| YTD | -47.4% | +54.7% | -102.1% | -52.8% |
| 1Y | -28.4% | +158.9% | -187.2% | -40.2% |
| 3Y | -22.6% | -23.7% | +1.1% | -39.3% |
| 5Y | -75.6% | -54.3% | -21.2% | -81.1% |
| All | -44.6% | -35.7% | -8.9% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling