+119.5%
RF vs QS
-32.2%
+151.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.7% |
| 7D | +1.9% | -14.0% | +16.0% | +3.2% |
| 30D | +7.3% | -6.4% | +13.7% | +7.7% |
| 3M | -7.9% | -40.3% | +32.3% | -4.1% |
| 6M | +10.5% | -57.5% | +68.0% | +17.7% |
| YTD | +9.6% | -64.7% | +74.3% | +18.0% |
| 1Y | +20.3% | -72.9% | +93.2% | +32.3% |
| 3Y | +119.5% | -33.5% | +153.0% | +92.6% |
| All | +119.5% | -32.2% | +151.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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