+255.6%
XOM vs QS
-75.4%
+331.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +1.9% | -5.0% | +6.8% | +2.0% |
| 30D | +4.1% | -18.3% | +22.4% | +4.5% |
| 3M | +10.4% | -26.0% | +36.4% | +11.0% |
| 6M | +13.0% | -24.0% | +37.1% | +13.3% |
| YTD | +40.1% | -50.3% | +90.3% | +42.2% |
| 1Y | +51.1% | -38.0% | +89.1% | +51.4% |
| 3Y | +57.7% | -24.6% | +82.3% | +51.6% |
| All | +255.6% | -75.4% | +331.0% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling