+121.1%
DDOG vs QS
-25.4%
+146.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.6% | +13.8% | +7.8% |
| 7D | +7.7% | -4.2% | +11.9% | +8.1% |
| 30D | -13.6% | -15.7% | +2.1% | -12.2% |
| 3M | -0.9% | -28.7% | +27.8% | +2.0% |
| 6M | +75.2% | -23.2% | +98.5% | +77.5% |
| YTD | +65.7% | -49.9% | +115.6% | +74.8% |
| 1Y | +60.4% | -38.8% | +99.2% | +63.8% |
| All | +121.1% | -25.4% | +146.5% | +109.8% |
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 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