-47.7%
QS vs DRI
+198.3%
-246.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -5.0% | -4.8% | -0.1% | -2.4% |
| 30D | -18.3% | -5.2% | -13.1% | -16.1% |
| 3M | -26.0% | +2.7% | -28.7% | -27.7% |
| 6M | -24.0% | +3.6% | -27.7% | -26.7% |
| YTD | -50.3% | +15.4% | -65.7% | -55.4% |
| 1Y | -38.0% | +1.3% | -39.2% | -40.6% |
| 3Y | -24.6% | +53.1% | -77.7% | -47.0% |
| 5Y | -75.4% | +64.6% | -140.0% | -83.7% |
| All | -47.7% | +198.3% | -246.0% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling