-44.6%
QS vs DRI
+211.7%
-256.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.3% | +0.6% | -2.9% | -2.7% |
| 30D | -0.7% | +3.8% | -4.6% | -2.9% |
| 3M | -39.6% | +13.0% | -52.7% | -44.3% |
| 6M | -21.7% | +8.3% | -30.0% | -26.3% |
| YTD | -47.4% | +20.6% | -68.0% | -54.0% |
| 1Y | -28.4% | +6.5% | -34.8% | -33.3% |
| 3Y | -22.6% | +53.7% | -76.3% | -45.4% |
| 5Y | -75.6% | +72.7% | -148.3% | -84.2% |
| All | -44.6% | +211.7% | -256.4% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling