+303.6%
XOP vs QS
-46.4%
+350.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +2.6% | -3.6% | +6.3% | +2.8% |
| 30D | +9.6% | -17.2% | +26.8% | +10.7% |
| 3M | +20.4% | -27.0% | +47.3% | +22.0% |
| 6M | +19.9% | -24.6% | +44.5% | +20.7% |
| YTD | +56.4% | -49.3% | +105.7% | +61.1% |
| 1Y | +52.4% | -40.3% | +92.8% | +54.0% |
| 3Y | +39.9% | -23.8% | +63.7% | +33.0% |
| 5Y | +163.7% | -75.0% | +238.7% | +156.9% |
| All | +303.6% | -46.4% | +350.0% | +278.2% |
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