+196.4%
DAL vs QS
-44.4%
+240.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | +0.1% | -2.3% | +2.4% | +0.4% |
| 30D | -13.9% | -0.7% | -13.2% | -14.0% |
| 3M | +1.1% | -39.6% | +40.7% | +5.6% |
| 6M | +26.2% | -21.7% | +48.0% | +28.3% |
| YTD | +16.4% | -47.4% | +63.8% | +22.5% |
| 1Y | +33.9% | -28.4% | +62.2% | +34.6% |
| 3Y | +93.4% | -22.6% | +116.0% | +81.8% |
| 5Y | +106.4% | -75.6% | +181.9% | +101.7% |
| All | +196.4% | -44.4% | +240.8% | +179.0% |
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 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