-35.7%
DOW vs QS
-24.6%
-11.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -1.4% | -3.6% | +2.3% | -1.1% |
| 30D | -3.9% | -17.2% | +13.3% | -2.5% |
| 3M | -12.7% | -27.0% | +14.3% | -10.9% |
| 6M | -13.7% | -24.6% | +10.9% | -12.9% |
| YTD | +28.4% | -49.3% | +77.7% | +34.7% |
| 1Y | +21.8% | -40.3% | +62.1% | +23.9% |
| 3Y | -35.7% | -23.8% | -11.9% | -40.4% |
| All | -35.7% | -24.6% | -11.1% | -40.4% |
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 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