-44.6%
QS vs DAR
+98.0%
-142.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.0% |
| 7D | -2.3% | +1.4% | -3.7% | -3.2% |
| 30D | -0.7% | +12.8% | -13.5% | -8.1% |
| 3M | -39.6% | +7.4% | -47.0% | -42.8% |
| 6M | -21.7% | +22.3% | -44.0% | -31.8% |
| YTD | -47.4% | +81.1% | -128.5% | -63.6% |
| 1Y | -28.4% | +106.5% | -134.9% | -55.1% |
| 3Y | -22.6% | +5.3% | -27.9% | -29.7% |
| 5Y | -75.6% | -11.5% | -64.0% | -75.0% |
| All | -44.6% | +98.0% | -142.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling