-46.7%
QS vs DTE
+61.3%
-108.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -3.6% | -2.6% | -1.1% | -3.3% |
| 30D | -17.2% | -4.4% | -12.8% | -16.7% |
| 3M | -27.0% | -8.3% | -18.6% | -26.3% |
| 6M | -24.6% | -8.1% | -16.5% | -24.0% |
| YTD | -49.3% | +4.4% | -53.8% | -50.2% |
| 1Y | -40.3% | +0.2% | -40.5% | -40.9% |
| 3Y | -23.8% | +42.6% | -66.4% | -29.2% |
| 5Y | -75.0% | +31.5% | -106.4% | -76.0% |
| All | -46.7% | +61.3% | -108.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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