+173.8%
DAL vs QSR
+27.3%
+146.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +8.8% | +7.3% | +1.5% | +6.3% |
| 30D | +5.4% | +11.9% | -6.5% | +1.5% |
| 3M | -4.9% | +7.5% | -12.4% | -7.4% |
| 6M | +19.8% | +2.5% | +17.4% | +18.5% |
| YTD | +27.0% | +17.0% | +10.0% | +19.0% |
| 1Y | +52.5% | +18.1% | +34.3% | +42.3% |
| 3Y | +173.8% | +28.6% | +145.2% | +146.4% |
| All | +173.8% | +27.3% | +146.5% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling