-75.4%
QS vs DD
+57.4%
-132.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -5.0% | -2.9% | -2.0% | -2.3% |
| 30D | -18.3% | -11.5% | -6.8% | -8.5% |
| 3M | -26.0% | -5.4% | -20.6% | -22.3% |
| 6M | -24.0% | -6.9% | -17.1% | -19.4% |
| YTD | -50.3% | +6.9% | -57.2% | -53.9% |
| 1Y | -38.0% | +35.6% | -73.6% | -54.5% |
| 3Y | -24.6% | +42.5% | -67.1% | -48.9% |
| 5Y | -75.4% | +58.5% | -133.9% | -83.8% |
| All | -75.4% | +57.4% | -132.8% | -83.8% |
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