-47.3%
QS vs DGX
+119.7%
-166.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -4.2% | -2.2% | -2.0% | -3.8% |
| 30D | -15.7% | -0.9% | -14.8% | -15.5% |
| 3M | -28.7% | +15.6% | -44.3% | -31.1% |
| 6M | -23.2% | +17.8% | -41.0% | -26.5% |
| YTD | -49.9% | +37.5% | -87.4% | -54.4% |
| 1Y | -38.8% | +31.2% | -70.0% | -43.7% |
| 3Y | -24.0% | +96.6% | -120.6% | -40.8% |
| 5Y | -75.6% | +64.9% | -140.5% | -81.5% |
| All | -47.3% | +119.7% | -166.9% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling