-18.6%
QS vs DAR
+14.9%
-33.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.0% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | -8.1% | +13.0% | -21.0% | -12.5% |
| 3M | -27.0% | +15.0% | -42.0% | -31.3% |
| 6M | -16.4% | +26.8% | -43.3% | -24.8% |
| YTD | -46.4% | +86.4% | -132.8% | -58.7% |
| 1Y | -41.1% | +115.1% | -156.2% | -57.7% |
| 3Y | -18.6% | +14.6% | -33.3% | -22.9% |
| All | -18.6% | +14.9% | -33.5% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling