-3.6%
DDOG vs QS
-90.5%
+86.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +1.0% |
| 7D | +2.9% | -14.0% | +16.9% | +6.1% |
| 30D | -31.6% | -6.4% | -25.3% | -31.2% |
| 3M | -27.0% | -40.3% | +13.3% | -19.0% |
| 6M | -10.3% | -57.5% | +47.2% | +5.6% |
| YTD | +35.4% | -64.7% | +100.1% | +63.5% |
| 1Y | -1.0% | -72.9% | +71.9% | +27.0% |
| 3Y | +76.7% | -33.5% | +110.1% | +32.0% |
| All | -3.6% | -90.5% | +86.9% | +52.6% |
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