-40.3%
QS vs DGX
+32.7%
-73.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +2.8% |
| 7D | -3.6% | -0.9% | -2.8% | -4.1% |
| 30D | -17.2% | -1.2% | -16.1% | -17.8% |
| 3M | -27.0% | +15.8% | -42.7% | -19.3% |
| 6M | -24.6% | +18.2% | -42.7% | -15.7% |
| YTD | -49.3% | +37.2% | -86.5% | -38.5% |
| 1Y | -40.3% | +30.4% | -70.7% | -24.8% |
| All | -40.3% | +32.7% | -73.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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