+59.7%
XOM vs QS
-26.0%
+85.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +1.9% | -5.0% | +6.8% | +1.9% |
| 30D | +4.1% | -18.3% | +22.4% | +4.3% |
| 3M | +10.4% | -26.0% | +36.4% | +10.7% |
| 6M | +13.0% | -24.0% | +37.1% | +13.0% |
| YTD | +40.1% | -50.3% | +90.3% | +41.5% |
| 1Y | +51.1% | -38.0% | +89.1% | +51.1% |
| All | +59.7% | -26.0% | +85.7% | +50.4% |
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