+143.3%
DELL vs QS
-71.4%
+214.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.5% | -16.3% | -10.8% |
| 7D | -24.6% | +4.5% | -29.1% | -25.5% |
| 30D | -32.5% | -4.1% | -28.4% | -31.9% |
| 3M | -20.2% | -22.1% | +1.9% | -15.0% |
| 6M | +76.5% | -38.4% | +114.9% | +96.5% |
| YTD | +198.9% | -57.5% | +256.4% | +259.2% |
| 1Y | +143.3% | -71.3% | +214.6% | +219.9% |
| All | +143.3% | -71.4% | +214.8% | +219.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling