-28.4%
DT vs QS
-74.8%
+46.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +1.6% |
| 7D | -0.5% | -4.2% | +3.7% | 0.0% |
| 30D | +0.1% | -15.7% | +15.7% | +2.3% |
| 3M | +24.1% | -28.7% | +52.8% | +29.2% |
| 6M | +30.1% | -23.2% | +53.3% | +32.1% |
| YTD | +16.8% | -49.9% | +66.7% | +25.9% |
| 1Y | -0.1% | -38.8% | +38.7% | +1.3% |
| 3Y | +6.8% | -24.0% | +30.9% | -11.0% |
| 5Y | -28.4% | -75.6% | +47.2% | -28.4% |
| All | -28.4% | -74.8% | +46.4% | -28.4% |
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 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