+145.2%
DECK vs QS
-56.5%
+201.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.4% |
| 7D | +5.8% | +5.4% | +0.3% | +5.4% |
| 30D | +7.9% | -5.3% | +13.2% | +8.1% |
| 3M | -11.4% | -22.6% | +11.2% | -10.2% |
| 6M | -16.6% | -46.2% | +29.6% | -13.9% |
| YTD | -16.4% | -58.9% | +42.6% | -12.7% |
| 1Y | +8.6% | -73.1% | +81.7% | +16.1% |
| 3Y | -15.1% | -27.2% | +12.1% | -19.8% |
| 5Y | +22.9% | -86.2% | +109.1% | +19.7% |
| All | +145.2% | -56.5% | +201.8% | +167.7% |
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 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