+848.2%
DE vs QSR
+203.9%
+644.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.4% | -4.7% | +2.3% | -0.6% |
| 30D | +9.7% | +4.3% | +5.4% | +8.0% |
| 3M | +21.4% | +5.4% | +15.9% | +18.7% |
| 6M | +15.0% | +8.2% | +6.9% | +10.9% |
| YTD | +46.4% | +14.1% | +32.3% | +38.1% |
| 1Y | +45.6% | +28.1% | +17.5% | +31.2% |
| 3Y | +76.8% | +25.3% | +51.5% | +58.3% |
| 5Y | +99.4% | +40.4% | +59.0% | +69.3% |
| 10Y | +864.6% | +132.4% | +732.2% | +574.0% |
| All | +848.2% | +203.9% | +644.3% | +523.4% |
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 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