+11.7%
DASH vs QS
-92.5%
+104.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.7% |
| 7D | -10.6% | -2.3% | -8.2% | -10.1% |
| 30D | +2.2% | -0.7% | +2.9% | +1.9% |
| 3M | +32.3% | -39.6% | +71.9% | +44.6% |
| 6M | +19.1% | -21.7% | +40.8% | +22.2% |
| YTD | -6.5% | -47.4% | +40.9% | +3.4% |
| 1Y | -14.9% | -28.4% | +13.5% | -14.9% |
| 3Y | +151.9% | -22.6% | +174.5% | +109.6% |
| 5Y | +9.4% | -75.6% | +85.0% | +5.8% |
| All | +11.7% | -92.5% | +104.2% | +11.2% |
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