+724.9%
DELL vs QS
-24.6%
+749.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.0% | +11.7% |
| 7D | +8.2% | -3.6% | +11.9% | +8.7% |
| 30D | +17.1% | -17.2% | +34.3% | +19.9% |
| 3M | +45.2% | -27.0% | +72.1% | +50.1% |
| 6M | +286.8% | -24.6% | +311.3% | +297.2% |
| YTD | +354.8% | -49.3% | +404.1% | +386.4% |
| 1Y | +358.3% | -40.3% | +398.6% | +375.8% |
| 3Y | +724.9% | -23.8% | +748.7% | +694.1% |
| All | +724.9% | -24.6% | +749.5% | +694.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling