-29.8%
QS vs DRI
+67.6%
-97.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.4% | -7.7% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -5.8% | +10.8% | -16.7% | -7.9% |
| 3M | -39.2% | +0.9% | -40.1% | -39.3% |
| 6M | -53.9% | +16.3% | -70.2% | -55.7% |
| YTD | -62.8% | +27.8% | -90.5% | -65.4% |
| 1Y | -73.5% | +33.9% | -107.4% | -75.7% |
| All | -29.8% | +67.6% | -97.4% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling