+15.8%
DHR vs QS
-43.2%
+59.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +0.2% | -8.1% | +8.3% | +0.6% |
| 3M | +12.1% | -27.0% | +39.1% | +13.2% |
| 6M | +5.4% | -16.4% | +21.9% | +5.6% |
| YTD | -10.0% | -46.4% | +36.4% | -8.2% |
| 1Y | +4.1% | -41.1% | +45.2% | +5.0% |
| 3Y | -5.2% | -18.6% | +13.4% | -8.5% |
| 5Y | -28.2% | -73.0% | +44.8% | -30.7% |
| All | +15.8% | -43.2% | +59.0% | +22.7% |
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