-43.5%
QS vs DBX
+71.6%
-115.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +3.7% |
| 7D | +2.2% | -1.3% | +3.5% | +2.8% |
| 30D | -8.1% | -2.9% | -5.2% | -7.2% |
| 3M | -27.0% | +23.8% | -50.9% | -37.2% |
| 6M | -16.4% | +26.2% | -42.6% | -31.6% |
| YTD | -46.4% | +21.6% | -68.0% | -55.1% |
| 1Y | -41.1% | +11.4% | -52.5% | -48.2% |
| 3Y | -18.6% | +21.3% | -39.9% | -39.8% |
| 5Y | -73.0% | +6.7% | -79.7% | -79.4% |
| All | -43.5% | +71.6% | -115.2% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling