-71.3%
QS vs DAR
+63.3%
-134.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.0% | +7.6% |
| 7D | +4.5% | -5.7% | +10.2% | +4.7% |
| 30D | -4.1% | -16.6% | +12.5% | -2.9% |
| 3M | -22.1% | -13.1% | -9.1% | -22.4% |
| 6M | -38.4% | -18.8% | -19.6% | -37.3% |
| YTD | -57.5% | +45.3% | -102.8% | -66.6% |
| 1Y | -71.3% | +60.6% | -131.9% | -78.4% |
| All | -71.3% | +63.3% | -134.6% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling