+17.0%
DT vs QS
-62.6%
+79.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | +0.2% |
| 7D | +3.1% | -14.0% | +17.1% | +4.3% |
| 30D | -29.5% | -6.4% | -23.2% | -29.3% |
| 3M | -11.7% | -40.3% | +28.5% | -8.3% |
| 6M | +29.0% | -57.5% | +86.5% | +36.8% |
| YTD | +3.4% | -64.7% | +68.1% | +10.6% |
| 1Y | -4.2% | -72.9% | +68.6% | +4.7% |
| 3Y | -12.8% | -33.5% | +20.6% | -18.4% |
| 5Y | -39.6% | -90.5% | +50.9% | -39.6% |
| All | +17.0% | -62.6% | +79.6% | +44.3% |
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 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