-23.8%
QS vs DGX
+96.4%
-120.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.8% |
| 7D | -3.6% | -0.9% | -2.8% | -3.6% |
| 30D | -17.2% | -1.2% | -16.1% | -17.2% |
| 3M | -27.0% | +15.8% | -42.7% | -27.5% |
| 6M | -24.6% | +18.2% | -42.7% | -25.5% |
| YTD | -49.3% | +37.2% | -86.5% | -51.9% |
| 1Y | -40.3% | +30.4% | -70.7% | -42.9% |
| 3Y | -23.8% | +96.7% | -120.5% | -38.6% |
| All | -23.8% | +96.4% | -120.2% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling