-52.4%
JD vs QS
-62.6%
+10.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +2.1% |
| 7D | -4.1% | -14.0% | +9.9% | -2.7% |
| 30D | +4.6% | -6.4% | +11.0% | +5.1% |
| 3M | -4.7% | -40.3% | +35.5% | +0.2% |
| 6M | -17.4% | -57.5% | +40.2% | -10.7% |
| YTD | +0.7% | -64.7% | +65.4% | +10.3% |
| 1Y | -5.9% | -72.9% | +67.0% | +5.9% |
| 3Y | +18.9% | -33.5% | +52.3% | +12.2% |
| 5Y | -62.9% | -90.5% | +27.6% | -61.9% |
| All | -52.4% | -62.6% | +10.2% | -49.1% |
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