+240.4%
DAL vs QS
-53.6%
+294.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.8% | -1.5% | +4.6% |
| 7D | +10.0% | +13.7% | -3.6% | +8.6% |
| 30D | +12.0% | -0.2% | +12.3% | +12.0% |
| 3M | +0.8% | -24.8% | +25.6% | +3.5% |
| 6M | +26.2% | -39.4% | +65.6% | +31.5% |
| YTD | +33.7% | -56.1% | +89.8% | +43.1% |
| 1Y | +57.6% | -72.5% | +130.1% | +75.8% |
| 3Y | +183.5% | -16.3% | +199.8% | +165.1% |
| 5Y | +114.2% | -87.6% | +201.7% | +117.3% |
| All | +240.4% | -53.6% | +294.0% | +226.0% |
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 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