+1,055.3%
DELL vs QS
-75.8%
+1,131.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.3% |
| 7D | -1.9% | -5.0% | +3.1% | -1.3% |
| 30D | +14.9% | -18.3% | +33.2% | +17.6% |
| 3M | +37.2% | -26.0% | +63.2% | +41.5% |
| 6M | +254.0% | -24.0% | +278.0% | +262.8% |
| YTD | +306.1% | -50.3% | +356.4% | +334.5% |
| 1Y | +312.3% | -38.0% | +350.2% | +324.9% |
| 3Y | +654.0% | -24.6% | +678.6% | +607.9% |
| 5Y | +1,055.3% | -75.4% | +1,130.8% | +1,014.2% |
| All | +1,055.3% | -75.8% | +1,131.2% | +1,014.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling