-25.3%
QS vs DBX
+25.2%
-50.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -5.0% | -1.8% | -3.1% | -4.6% |
| 30D | -18.3% | +2.8% | -21.1% | -18.9% |
| 3M | -26.0% | +26.8% | -52.8% | -30.2% |
| 6M | -24.0% | +32.8% | -56.8% | -30.2% |
| YTD | -50.3% | +26.1% | -76.4% | -53.6% |
| 1Y | -38.0% | +14.1% | -52.1% | -40.3% |
| All | -25.3% | +25.2% | -50.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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