-60.8%
QS vs DD
+137.5%
-198.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.3% | -7.4% |
| 7D | -5.6% | +6.7% | -12.3% | -10.4% |
| 30D | -5.8% | +19.4% | -25.2% | -18.7% |
| 3M | -39.2% | +7.6% | -46.8% | -42.8% |
| 6M | -53.9% | +2.9% | -56.8% | -55.1% |
| YTD | -62.8% | +29.9% | -92.6% | -70.3% |
| 1Y | -73.5% | +28.6% | -102.1% | -78.7% |
| 3Y | -29.1% | +90.0% | -119.1% | -60.0% |
| 5Y | -90.0% | +68.1% | -158.1% | -93.9% |
| All | -60.8% | +137.5% | -198.3% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling