-5.9%
DASH vs QS
-93.9%
+88.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.0% |
| 7D | -2.8% | +8.0% | -10.8% | -4.2% |
| 30D | -9.3% | -2.8% | -6.4% | -8.8% |
| 3M | -15.1% | -28.1% | +13.0% | -9.5% |
| 6M | +8.7% | -41.0% | +49.7% | +18.5% |
| YTD | -21.3% | -57.3% | +36.0% | -9.3% |
| 1Y | -12.7% | -72.7% | +60.0% | +9.9% |
| 3Y | +103.8% | -18.6% | +122.4% | +64.7% |
| 5Y | -16.8% | -87.0% | +70.2% | -13.9% |
| All | -5.9% | -93.9% | +88.0% | -2.4% |
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