+29.0%
DT vs QS
-57.7%
+86.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | 0.0% |
| 7D | +3.1% | -14.0% | +17.1% | +3.7% |
| 30D | -29.5% | -6.4% | -23.2% | -29.3% |
| 3M | -11.7% | -40.3% | +28.5% | -9.7% |
| 6M | +29.0% | -57.5% | +86.5% | +31.7% |
| All | +29.0% | -57.7% | +86.6% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling