+76.5%
DE vs QS
-26.0%
+102.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.4% | -5.0% | +2.6% | -2.1% |
| 30D | +9.7% | -18.3% | +28.0% | +11.0% |
| 3M | +21.4% | -26.0% | +47.4% | +23.1% |
| 6M | +15.0% | -24.0% | +39.1% | +16.1% |
| YTD | +46.4% | -50.3% | +96.7% | +51.3% |
| 1Y | +45.6% | -38.0% | +83.6% | +45.5% |
| All | +76.5% | -26.0% | +102.5% | +64.9% |
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