-35.5%
DOW vs QS
-75.8%
+40.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | -4.1% | -18.3% | +14.2% | -2.4% |
| 3M | -12.4% | -26.0% | +13.6% | -10.6% |
| 6M | -10.6% | -24.0% | +13.4% | -9.7% |
| YTD | +31.1% | -50.3% | +81.4% | +38.0% |
| 1Y | +30.5% | -38.0% | +68.5% | +32.4% |
| 3Y | -34.4% | -24.6% | -9.8% | -39.4% |
| 5Y | -35.5% | -75.4% | +39.9% | -37.8% |
| All | -35.5% | -75.8% | +40.3% | -37.8% |
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