-71.3%
QS vs DG
+45.3%
-116.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.5% | -1.0% | +5.5% |
| 7D | +4.5% | +12.3% | -7.8% | +1.6% |
| 30D | -4.1% | +19.3% | -23.4% | -7.8% |
| 3M | -22.1% | +11.9% | -34.0% | -24.3% |
| 6M | -38.4% | +25.0% | -63.4% | -41.9% |
| YTD | -57.5% | +8.7% | -66.2% | -58.6% |
| 1Y | -71.3% | +44.7% | -116.0% | -77.2% |
| All | -71.3% | +45.3% | -116.6% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling