+120.2%
DAL vs QSR
+211.2%
-91.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +10.7% | +4.5% | +6.2% | +8.0% |
| 30D | +12.5% | +9.4% | +3.1% | +6.8% |
| 3M | +3.6% | +7.5% | -3.9% | -1.0% |
| 6M | +26.7% | -0.8% | +27.6% | +26.3% |
| YTD | +34.3% | +16.9% | +17.4% | +20.5% |
| 1Y | +59.1% | +16.3% | +42.8% | +43.1% |
| 3Y | +179.9% | +25.3% | +154.6% | +133.8% |
| 5Y | +119.1% | +60.4% | +58.8% | +55.8% |
| 10Y | +125.6% | +139.2% | -13.6% | +27.5% |
| All | +120.2% | +211.2% | -91.0% | +14.6% |
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