-75.5%
QS vs DTE
+32.0%
-107.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.2% |
| 30D | -18.3% | -2.4% | -15.9% | -17.5% |
| 3M | -26.0% | -7.3% | -18.7% | -24.3% |
| 6M | -24.0% | -7.6% | -16.4% | -22.4% |
| YTD | -50.3% | +5.8% | -56.1% | -52.7% |
| 1Y | -38.0% | +2.3% | -40.3% | -39.9% |
| 3Y | -24.6% | +45.0% | -69.6% | -41.2% |
| All | -75.5% | +32.0% | -107.5% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling