+76.7%
DDOG vs QS
-32.2%
+108.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.3% |
| 7D | +2.9% | -14.0% | +16.9% | +4.2% |
| 30D | -31.6% | -6.4% | -25.3% | -31.4% |
| 3M | -27.0% | -40.3% | +13.3% | -23.7% |
| 6M | -10.3% | -57.5% | +47.2% | -3.9% |
| YTD | +35.4% | -64.7% | +100.1% | +46.4% |
| 1Y | -1.0% | -72.9% | +71.9% | +9.6% |
| 3Y | +76.7% | -33.5% | +110.1% | +63.2% |
| All | +76.7% | -32.2% | +108.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling