-29.3%
DASH vs QS
-90.5%
+61.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | +0.8% |
| 7D | -4.5% | -14.0% | +9.5% | -0.8% |
| 30D | -6.8% | -6.4% | -0.4% | -5.3% |
| 3M | -20.7% | -40.3% | +19.6% | -9.7% |
| 6M | +15.1% | -57.5% | +72.6% | +40.4% |
| YTD | -24.3% | -64.7% | +40.4% | -4.6% |
| 1Y | -12.1% | -72.9% | +60.7% | +18.6% |
| 3Y | +91.1% | -33.5% | +124.5% | +36.2% |
| All | -29.3% | -90.5% | +61.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling