-75.0%
QS vs DBX
+11.7%
-86.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.1% |
| 7D | -3.6% | +2.1% | -5.7% | -5.0% |
| 30D | -17.2% | +5.7% | -23.0% | -20.7% |
| 3M | -27.0% | +31.8% | -58.8% | -39.9% |
| 6M | -24.6% | +37.5% | -62.0% | -42.3% |
| YTD | -49.3% | +27.9% | -77.2% | -59.3% |
| 1Y | -40.3% | +15.0% | -55.4% | -48.6% |
| 3Y | -23.8% | +27.2% | -51.0% | -47.8% |
| All | -75.0% | +11.7% | -86.8% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling