+106.3%
DAL vs QSR
+46.1%
+60.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -13.6% | +5.9% | -19.5% | -16.2% |
| 3M | +1.2% | +10.5% | -9.3% | -4.4% |
| 6M | +34.5% | +7.7% | +26.8% | +28.1% |
| YTD | +14.7% | +16.8% | -2.1% | +3.9% |
| 1Y | +29.2% | +30.9% | -1.6% | +9.2% |
| 3Y | +100.0% | +28.2% | +71.8% | +63.0% |
| 5Y | +106.3% | +45.0% | +61.3% | +37.2% |
| All | +106.3% | +46.1% | +60.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling