+59.7%
DIA vs QS
-32.2%
+91.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.4% |
| 7D | +2.1% | -14.0% | +16.2% | +2.9% |
| 30D | +1.5% | -6.4% | +7.8% | +1.7% |
| 3M | -2.4% | -40.3% | +37.8% | -0.1% |
| 6M | +6.0% | -57.5% | +63.5% | +9.8% |
| YTD | +10.1% | -64.7% | +74.8% | +14.5% |
| 1Y | +11.8% | -72.9% | +84.7% | +17.4% |
| 3Y | +59.7% | -33.5% | +93.2% | +55.8% |
| All | +59.7% | -32.2% | +91.9% | +55.8% |
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