+61.7%
DDOG vs QS
-75.8%
+137.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +3.2% | -5.0% | +8.2% | +4.2% |
| 30D | -10.2% | -18.3% | +8.1% | -6.3% |
| 3M | -2.6% | -26.0% | +23.4% | +2.6% |
| 6M | +80.1% | -24.0% | +104.2% | +85.4% |
| YTD | +63.0% | -50.3% | +113.3% | +83.4% |
| 1Y | +59.4% | -38.0% | +97.3% | +63.4% |
| 3Y | +127.0% | -24.6% | +151.6% | +76.5% |
| 5Y | +61.7% | -75.4% | +137.1% | +62.4% |
| All | +61.7% | -75.8% | +137.5% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling