+19.8%
DDOG vs QS
-71.4%
+91.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.5% | -21.9% | -15.0% |
| 7D | -32.2% | +4.5% | -36.7% | -32.4% |
| 30D | -31.7% | -4.1% | -27.6% | -31.4% |
| 3M | -34.5% | -22.1% | -12.4% | -33.0% |
| 6M | +28.7% | -38.4% | +67.0% | +32.6% |
| YTD | +38.8% | -57.5% | +96.3% | +41.7% |
| 1Y | +19.8% | -71.3% | +91.1% | +17.8% |
| All | +19.8% | -71.4% | +91.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling