+397.6%
XOM vs QS
-46.4%
+444.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | +4.1% | -3.6% | +7.7% | +4.1% |
| 30D | +4.6% | -17.2% | +21.8% | +4.9% |
| 3M | +14.0% | -27.0% | +40.9% | +14.5% |
| 6M | +11.0% | -24.6% | +35.5% | +11.2% |
| YTD | +40.7% | -49.3% | +90.0% | +42.2% |
| 1Y | +52.3% | -40.3% | +92.6% | +52.8% |
| 3Y | +60.5% | -23.8% | +84.3% | +57.0% |
| 5Y | +266.4% | -75.0% | +341.4% | +260.4% |
| All | +397.6% | -46.4% | +444.0% | +376.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling