+148.1%
DECK vs QS
-58.3%
+206.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -1.1% |
| 7D | +6.0% | -2.1% | +8.2% | +6.2% |
| 30D | +7.4% | -11.6% | +19.1% | +8.2% |
| 3M | -11.7% | -25.5% | +13.9% | -10.2% |
| 6M | -11.0% | -43.4% | +32.4% | -8.4% |
| YTD | -15.4% | -60.6% | +45.2% | -11.4% |
| 1Y | +7.2% | -75.9% | +83.2% | +15.4% |
| 3Y | -11.8% | -32.5% | +20.7% | -16.3% |
| 5Y | +24.3% | -86.8% | +111.1% | +21.5% |
| All | +148.1% | -58.3% | +206.4% | +171.6% |
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 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