-75.4%
QS vs DG
-39.4%
-36.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -5.0% | -6.3% | +1.3% | -3.5% |
| 30D | -18.3% | +2.4% | -20.7% | -18.8% |
| 3M | -26.0% | +12.4% | -38.4% | -28.4% |
| 6M | -24.0% | -14.9% | -9.1% | -21.6% |
| YTD | -50.3% | -6.1% | -44.2% | -50.0% |
| 1Y | -38.0% | +17.9% | -55.8% | -41.4% |
| 3Y | -24.6% | +3.1% | -27.7% | -29.8% |
| 5Y | -75.4% | -38.7% | -36.8% | -71.5% |
| All | -75.4% | -39.4% | -36.0% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling