+42.1%
DLR vs QS
-74.8%
+116.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | +0.3% |
| 7D | +2.9% | -4.2% | +7.1% | +3.2% |
| 30D | -1.2% | -15.7% | +14.5% | +0.1% |
| 3M | +2.9% | -28.7% | +31.6% | +5.2% |
| 6M | +6.7% | -23.2% | +29.9% | +8.0% |
| YTD | +23.9% | -49.9% | +73.8% | +29.2% |
| 1Y | +18.6% | -38.8% | +57.4% | +20.3% |
| 3Y | +59.7% | -24.0% | +83.7% | +48.3% |
| 5Y | +42.1% | -75.6% | +117.6% | +37.4% |
| All | +42.1% | -74.8% | +116.8% | +37.4% |
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