+191.9%
DAL vs QS
-43.2%
+235.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | +3.4% | +2.2% | +1.2% | +3.1% |
| 30D | -13.6% | -8.1% | -5.5% | -12.9% |
| 3M | +1.2% | -27.0% | +28.2% | +3.9% |
| 6M | +34.5% | -16.4% | +50.9% | +35.8% |
| YTD | +14.7% | -46.4% | +61.0% | +20.4% |
| 1Y | +29.2% | -41.1% | +70.3% | +32.6% |
| 3Y | +100.0% | -18.6% | +118.6% | +87.1% |
| 5Y | +106.3% | -73.0% | +179.4% | +100.7% |
| All | +191.9% | -43.2% | +235.2% | +174.2% |
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