+125.6%
DAL vs QSR
+130.9%
-5.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +10.7% | +4.5% | +6.2% | +7.8% |
| 30D | +12.5% | +9.4% | +3.1% | +6.2% |
| 3M | +3.6% | +7.5% | -3.9% | -1.5% |
| 6M | +26.7% | -0.8% | +27.6% | +26.2% |
| YTD | +34.3% | +16.9% | +17.4% | +19.0% |
| 1Y | +59.1% | +16.3% | +42.8% | +41.4% |
| 3Y | +179.9% | +25.3% | +154.6% | +128.3% |
| 5Y | +119.1% | +60.4% | +58.8% | +48.0% |
| 10Y | +125.6% | +139.2% | -13.6% | +16.5% |
| All | +125.6% | +130.9% | -5.2% | +16.5% |
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