+381.6%
XOM vs QS
-43.2%
+424.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.4% |
| 30D | +5.7% | -8.1% | +13.7% | +5.8% |
| 3M | +6.6% | -27.0% | +33.6% | +7.1% |
| 6M | +7.7% | -16.4% | +24.1% | +7.7% |
| YTD | +36.2% | -46.4% | +82.5% | +37.5% |
| 1Y | +50.5% | -41.1% | +91.6% | +51.0% |
| 3Y | +53.4% | -18.6% | +72.0% | +49.8% |
| 5Y | +254.2% | -73.0% | +327.2% | +248.0% |
| All | +381.6% | -43.2% | +424.8% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling