+45.1%
DLR vs QS
-47.4%
+92.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.3% | -5.0% | +3.7% | -1.1% |
| 30D | -2.9% | -18.3% | +15.4% | -2.1% |
| 3M | +3.2% | -26.0% | +29.2% | +4.2% |
| 6M | +3.9% | -24.0% | +27.9% | +4.6% |
| YTD | +21.4% | -50.3% | +71.7% | +24.0% |
| 1Y | +9.7% | -38.0% | +47.6% | +10.6% |
| 3Y | +56.5% | -24.6% | +81.1% | +52.6% |
| 5Y | +41.5% | -75.4% | +116.9% | +38.1% |
| All | +45.1% | -47.4% | +92.5% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling