Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • D vs QS✓SelectedUSD · QSD vs QS performance historyLatest closeAs of+0.58%09/08
Stock and ETF performance explorer

D vs QS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6.5%
QS return
-74.6%
Excess return
+81.1%
Maximum drawdown
-52.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioQSExcessAlpha
1D+0.6%+2.0%-1.4%+0.5%
7D+0.8%+2.2%-1.4%+0.7%
30D-0.7%-8.1%+7.3%-0.6%
3M+2.1%-27.0%+29.1%+2.7%
6M+6.8%-16.4%+23.3%+6.9%
YTD+16.5%-46.4%+62.9%+17.8%
1Y+19.2%-41.1%+60.2%+19.6%
3Y+61.9%-18.6%+80.5%+56.8%
5Y+6.5%-73.0%+79.6%+1.0%
All+6.5%-74.6%+81.1%+1.0%

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