-29.8%
DASH vs QS
-90.0%
+60.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.7% | -1.1% |
| 7D | -4.1% | -5.6% | +1.5% | -2.8% |
| 30D | -10.6% | -5.8% | -4.8% | -9.3% |
| 3M | -18.8% | -39.2% | +20.4% | -8.0% |
| 6M | +11.2% | -53.9% | +65.1% | +32.7% |
| YTD | -23.8% | -62.8% | +39.0% | -5.3% |
| 1Y | -12.2% | -73.5% | +61.3% | +19.3% |
| 3Y | +97.3% | -29.1% | +126.4% | +38.1% |
| 5Y | -29.8% | -90.0% | +60.2% | +4.5% |
| All | -29.8% | -90.0% | +60.1% | +4.5% |
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 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