+220.9%
DAL vs QS
-60.6%
+281.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.8% | +2.6% | -4.4% |
| 7D | +1.4% | -5.6% | +7.0% | +2.0% |
| 30D | +9.1% | -5.8% | +14.9% | +9.8% |
| 3M | -3.5% | -39.2% | +35.7% | +1.3% |
| 6M | +23.4% | -53.9% | +77.3% | +32.3% |
| YTD | +26.0% | -62.8% | +88.8% | +37.2% |
| 1Y | +44.6% | -73.5% | +118.1% | +62.3% |
| 3Y | +162.7% | -29.1% | +191.8% | +150.0% |
| 5Y | +113.0% | -90.0% | +203.0% | +120.3% |
| All | +220.9% | -60.6% | +281.5% | +212.5% |
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