-18.6%
QS vs DRI
+56.7%
-75.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | -27.0% | +9.5% | -36.5% | -29.2% |
| 6M | -16.4% | +6.5% | -22.9% | -18.4% |
| YTD | -46.4% | +18.4% | -64.8% | -49.9% |
| 1Y | -41.1% | +4.2% | -45.3% | -42.8% |
| 3Y | -18.6% | +57.1% | -75.7% | -43.3% |
| All | -18.6% | +56.7% | -75.3% | -43.3% |
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