+47.4%
DLR vs QS
-44.4%
+91.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +1.7% |
| 30D | -3.4% | -0.7% | -2.6% | -3.4% |
| 3M | +0.5% | -39.6% | +40.1% | +2.3% |
| 6M | +4.6% | -21.7% | +26.3% | +5.2% |
| YTD | +23.4% | -47.4% | +70.8% | +25.8% |
| 1Y | +19.0% | -28.4% | +47.4% | +19.2% |
| 3Y | +56.5% | -22.6% | +79.1% | +52.4% |
| 5Y | +33.3% | -75.6% | +108.9% | +29.8% |
| All | +47.4% | -44.4% | +91.8% | +55.3% |
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