+59.4%
DDOG vs QS
-39.8%
+99.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.2% | -5.0% | +8.2% | +3.7% |
| 30D | -10.2% | -18.3% | +8.1% | -8.1% |
| 3M | -2.6% | -26.0% | +23.4% | +0.2% |
| 6M | +80.1% | -24.0% | +104.2% | +82.0% |
| YTD | +63.0% | -50.3% | +113.3% | +72.7% |
| 1Y | +59.4% | -38.0% | +97.3% | +59.9% |
| All | +59.4% | -39.8% | +99.1% | +59.9% |
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