+43.3%
XOP vs QS
-32.2%
+75.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.1% |
| 7D | +6.3% | -14.0% | +20.4% | +6.9% |
| 30D | -6.6% | -6.4% | -0.2% | -6.5% |
| 3M | +3.6% | -40.3% | +43.8% | +5.6% |
| 6M | +10.8% | -57.5% | +68.3% | +14.4% |
| YTD | +48.3% | -64.7% | +112.9% | +54.4% |
| 1Y | +42.9% | -72.9% | +115.8% | +51.1% |
| 3Y | +43.3% | -33.5% | +76.8% | +31.4% |
| All | +43.3% | -32.2% | +75.5% | +31.4% |
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