-24.7%
QS vs DG
+4.6%
-29.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.0% | -6.2% |
| 7D | -4.2% | -4.8% | +0.6% | -3.6% |
| 30D | -15.7% | +1.8% | -17.4% | -15.9% |
| 3M | -28.7% | +14.5% | -43.2% | -30.3% |
| 6M | -23.2% | -13.6% | -9.7% | -21.8% |
| YTD | -49.9% | -4.8% | -45.1% | -49.7% |
| 1Y | -38.8% | +21.6% | -60.4% | -41.0% |
| All | -24.7% | +4.6% | -29.3% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling