-90.0%
QS vs DD
+67.6%
-157.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.3% | -7.3% |
| 7D | -5.6% | +6.7% | -12.3% | -11.0% |
| 30D | -5.8% | +19.4% | -25.2% | -20.3% |
| 3M | -39.2% | +7.6% | -46.8% | -43.3% |
| 6M | -53.9% | +2.9% | -56.8% | -55.3% |
| YTD | -62.8% | +29.9% | -92.6% | -71.4% |
| 1Y | -73.5% | +28.6% | -102.1% | -79.5% |
| 3Y | -29.1% | +90.0% | -119.1% | -64.8% |
| 5Y | -90.0% | +68.1% | -158.1% | -94.4% |
| All | -90.0% | +67.6% | -157.6% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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