+108.2%
DAL vs QSR
+211.4%
-103.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.8% |
| 7D | +8.8% | +7.3% | +1.5% | +4.6% |
| 30D | +5.4% | +11.9% | -6.5% | -1.3% |
| 3M | -4.9% | +7.5% | -12.4% | -9.2% |
| 6M | +19.8% | +2.5% | +17.4% | +17.2% |
| YTD | +27.0% | +17.0% | +10.0% | +13.9% |
| 1Y | +52.5% | +18.1% | +34.3% | +35.8% |
| 3Y | +173.8% | +28.6% | +145.2% | +125.1% |
| 5Y | +104.5% | +55.8% | +48.8% | +48.0% |
| 10Y | +129.7% | +140.5% | -10.8% | +29.5% |
| All | +108.2% | +211.4% | -103.2% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling