+142.7%
DECK vs QS
-44.4%
+187.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | -13.6% | -0.7% | -12.9% | -13.6% |
| 3M | -21.2% | -39.6% | +18.4% | -19.2% |
| 6M | -21.1% | -21.7% | +0.6% | -20.4% |
| YTD | -17.2% | -47.4% | +30.2% | -14.8% |
| 1Y | -30.7% | -28.4% | -2.4% | -31.2% |
| 3Y | -3.4% | -22.6% | +19.2% | -9.0% |
| 5Y | +25.5% | -75.6% | +101.1% | +20.5% |
| All | +142.7% | -44.4% | +187.0% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling