+135.0%
DAL vs QSR
+126.5%
+8.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.7% |
| 7D | +0.8% | -2.4% | +3.1% | +2.3% |
| 30D | -11.7% | +5.7% | -17.4% | -14.9% |
| 3M | -2.7% | +6.9% | -9.7% | -7.4% |
| 6M | +30.7% | +6.9% | +23.8% | +23.9% |
| YTD | +14.4% | +14.9% | -0.5% | +2.9% |
| 1Y | +31.2% | +29.1% | +2.1% | +8.9% |
| 3Y | +99.4% | +26.1% | +73.3% | +62.0% |
| 5Y | +98.6% | +42.3% | +56.2% | +46.5% |
| 10Y | +135.0% | +134.0% | +1.0% | +26.5% |
| All | +135.0% | +126.5% | +8.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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