-44.6%
QS vs DG
-26.8%
-17.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -2.3% | +8.4% | -10.7% | -4.1% |
| 30D | -0.7% | +4.9% | -5.7% | -1.9% |
| 3M | -39.6% | +29.3% | -69.0% | -43.3% |
| 6M | -21.7% | -11.3% | -10.5% | -20.0% |
| YTD | -47.4% | +1.8% | -49.2% | -48.0% |
| 1Y | -28.4% | +25.3% | -53.7% | -33.0% |
| 3Y | -22.6% | +9.1% | -31.7% | -28.1% |
| 5Y | -75.6% | -34.9% | -40.7% | -72.6% |
| All | -44.6% | -26.8% | -17.9% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling