+99.6%
DE vs QS
-74.9%
+174.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.5% |
| 7D | -2.6% | -3.6% | +1.1% | -2.3% |
| 30D | +9.0% | -17.2% | +26.3% | +10.5% |
| 3M | +19.1% | -27.0% | +46.1% | +21.4% |
| 6M | +14.4% | -24.6% | +39.0% | +15.8% |
| YTD | +45.9% | -49.3% | +95.3% | +51.7% |
| 1Y | +43.6% | -40.3% | +83.9% | +44.7% |
| 3Y | +75.9% | -23.8% | +99.7% | +62.8% |
| All | +99.6% | -74.9% | +174.5% | +87.7% |
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