+293.3%
XOP vs QS
-44.4%
+337.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +2.6% | -2.3% | +4.9% | +2.7% |
| 30D | +15.4% | -0.7% | +16.2% | +15.4% |
| 3M | +12.1% | -39.6% | +51.7% | +14.9% |
| 6M | +19.7% | -21.7% | +41.4% | +20.3% |
| YTD | +52.4% | -47.4% | +99.8% | +56.7% |
| 1Y | +47.6% | -28.4% | +75.9% | +47.1% |
| 3Y | +34.4% | -22.6% | +57.0% | +27.6% |
| 5Y | +154.4% | -75.6% | +230.0% | +147.8% |
| All | +293.3% | -44.4% | +337.7% | +267.8% |
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