+105.0%
DAL vs QSR
+137.8%
-32.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.3% |
| 7D | +1.4% | -3.9% | +5.3% | +4.0% |
| 30D | +9.1% | +5.9% | +3.2% | +5.2% |
| 3M | -3.5% | +1.7% | -5.2% | -4.9% |
| 6M | +23.4% | -1.9% | +25.2% | +23.7% |
| YTD | +26.0% | +13.6% | +12.4% | +13.7% |
| 1Y | +44.6% | +13.1% | +31.5% | +30.7% |
| 3Y | +162.7% | +21.8% | +140.9% | +118.1% |
| 5Y | +113.0% | +57.2% | +55.8% | +45.5% |
| All | +105.0% | +137.8% | -32.8% | -1.0% |
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