-43.5%
QS vs DKS
+235.3%
-278.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +4.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.2% |
| 30D | -8.1% | -36.6% | +28.6% | +10.1% |
| 3M | -27.0% | -37.6% | +10.6% | -12.4% |
| 6M | -16.4% | -32.1% | +15.6% | -4.8% |
| YTD | -46.4% | -32.3% | -14.0% | -38.9% |
| 1Y | -41.1% | -39.5% | -1.6% | -28.8% |
| 3Y | -18.6% | +27.7% | -46.3% | -34.5% |
| 5Y | -73.0% | +15.0% | -88.1% | -79.9% |
| All | -43.5% | +235.3% | -278.8% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling