+34.3%
DT vs QS
-47.4%
+81.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -2.5% | -5.0% | +2.4% | -2.2% |
| 30D | +3.5% | -18.3% | +21.8% | +5.2% |
| 3M | +26.7% | -26.0% | +52.7% | +29.2% |
| 6M | +36.1% | -24.0% | +60.2% | +37.6% |
| YTD | +18.6% | -50.3% | +68.9% | +23.8% |
| 1Y | +7.9% | -38.0% | +45.9% | +9.1% |
| 3Y | +8.6% | -24.6% | +33.2% | +1.1% |
| 5Y | -26.7% | -75.4% | +48.8% | -28.8% |
| All | +34.3% | -47.4% | +81.7% | +61.6% |
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