+155.2%
DDOG vs QS
-44.4%
+199.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -10.1% | -2.3% | -7.8% | -9.8% |
| 30D | -24.8% | -0.7% | -24.1% | -24.8% |
| 3M | -12.6% | -39.6% | +27.1% | -7.1% |
| 6M | +79.9% | -21.7% | +101.7% | +83.0% |
| YTD | +56.6% | -47.4% | +104.0% | +67.5% |
| 1Y | +61.6% | -28.4% | +89.9% | +61.7% |
| 3Y | +117.9% | -22.6% | +140.5% | +95.7% |
| 5Y | +54.2% | -75.6% | +129.8% | +49.8% |
| All | +155.2% | -44.4% | +199.5% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling