+82.2%
DUK vs QS
-47.4%
+129.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -1.7% | -5.0% | +3.3% | -1.7% |
| 30D | -2.2% | -18.3% | +16.0% | -2.3% |
| 3M | -3.7% | -26.0% | +22.3% | -3.8% |
| 6M | -6.3% | -24.0% | +17.7% | -6.4% |
| YTD | +4.5% | -50.3% | +54.8% | +4.3% |
| 1Y | +1.8% | -38.0% | +39.8% | +1.7% |
| 3Y | +46.8% | -24.6% | +71.4% | +46.7% |
| 5Y | +40.2% | -75.4% | +115.7% | +39.5% |
| All | +82.2% | -47.4% | +129.6% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling