+63.6%
DIA vs QS
-74.8%
+138.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.3% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -2.7% | -15.7% | +13.0% | -1.7% |
| 3M | +3.3% | -28.7% | +32.0% | +5.1% |
| 6M | +10.4% | -23.2% | +33.7% | +11.5% |
| YTD | +10.0% | -49.9% | +59.9% | +13.8% |
| 1Y | +16.2% | -38.8% | +55.0% | +17.4% |
| 3Y | +58.7% | -24.0% | +82.8% | +49.8% |
| 5Y | +63.6% | -75.6% | +139.2% | +58.0% |
| All | +63.6% | -74.8% | +138.4% | +58.0% |
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