-46.7%
QS vs DG
-31.5%
-15.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -3.6% | -6.5% | +2.8% | -2.2% |
| 30D | -17.2% | +4.2% | -21.4% | -18.0% |
| 3M | -27.0% | +9.5% | -36.5% | -28.8% |
| 6M | -24.6% | -13.1% | -11.4% | -22.6% |
| YTD | -49.3% | -4.8% | -44.5% | -49.2% |
| 1Y | -40.3% | +20.6% | -60.9% | -43.8% |
| 3Y | -23.8% | +4.9% | -28.7% | -28.9% |
| 5Y | -75.0% | -37.9% | -37.1% | -71.5% |
| All | -46.7% | -31.5% | -15.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling