-75.4%
QS vs DKS
+12.8%
-88.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -5.0% | -4.7% | -0.2% | -2.7% |
| 30D | -18.3% | -35.1% | +16.8% | -1.6% |
| 3M | -26.0% | -37.7% | +11.7% | -9.3% |
| 6M | -24.0% | -30.7% | +6.7% | -13.5% |
| YTD | -50.3% | -31.9% | -18.4% | -43.0% |
| 1Y | -38.0% | -40.0% | +2.0% | -23.3% |
| 3Y | -24.6% | +28.4% | -53.0% | -43.8% |
| 5Y | -75.4% | +12.4% | -87.9% | -83.0% |
| All | -75.4% | +12.8% | -88.2% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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