+90.9%
DAL vs QSR
+218.5%
-127.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | +2.4% | -2.3% | -1.3% |
| 30D | -13.9% | +7.6% | -21.6% | -17.6% |
| 3M | +1.1% | +12.6% | -11.6% | -6.1% |
| 6M | +26.2% | +14.4% | +11.9% | +15.5% |
| YTD | +16.4% | +19.6% | -3.2% | +3.3% |
| 1Y | +33.9% | +33.9% | 0.0% | +10.7% |
| 3Y | +93.4% | +27.1% | +66.3% | +60.2% |
| 5Y | +106.4% | +48.5% | +57.8% | +53.9% |
| 10Y | +143.0% | +126.2% | +16.8% | +39.2% |
| All | +90.9% | +218.5% | -127.6% | -1.7% |
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