+1,842.6%
DELL vs QS
-43.2%
+1,885.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +25.6% | +2.2% | +23.4% | +25.4% |
| 30D | +17.7% | -8.1% | +25.7% | +18.3% |
| 3M | +33.4% | -27.0% | +60.5% | +35.8% |
| 6M | +266.2% | -16.4% | +282.6% | +269.1% |
| YTD | +328.0% | -46.4% | +374.4% | +341.7% |
| 1Y | +339.6% | -41.1% | +380.7% | +348.7% |
| 3Y | +694.6% | -18.6% | +713.2% | +673.7% |
| 5Y | +1,122.0% | -73.0% | +1,195.0% | +1,093.6% |
| All | +1,842.6% | -43.2% | +1,885.9% | +1,941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling