-47.3%
QS vs DAR
+105.0%
-152.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.9% |
| 7D | -4.2% | -0.2% | -4.1% | -4.2% |
| 30D | -15.7% | +7.4% | -23.1% | -19.6% |
| 3M | -28.7% | +15.7% | -44.4% | -35.3% |
| 6M | -23.2% | +30.0% | -53.3% | -35.4% |
| YTD | -49.9% | +87.5% | -137.4% | -66.0% |
| 1Y | -38.8% | +113.4% | -152.2% | -62.2% |
| 3Y | -24.0% | +15.3% | -39.3% | -34.9% |
| 5Y | -75.6% | -4.3% | -71.3% | -76.0% |
| All | -47.3% | +105.0% | -152.3% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling