+1,145.9%
DELL vs QSR
+40.5%
+1,105.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.8% |
| 7D | +8.2% | -4.0% | +12.2% | +9.5% |
| 30D | +17.1% | +2.8% | +14.3% | +16.1% |
| 3M | +45.2% | +5.1% | +40.1% | +42.3% |
| 6M | +286.8% | +8.8% | +278.0% | +270.8% |
| YTD | +354.8% | +14.8% | +340.0% | +327.8% |
| 1Y | +358.3% | +25.7% | +332.5% | +314.8% |
| 3Y | +724.9% | +27.5% | +697.4% | +610.1% |
| All | +1,145.9% | +40.5% | +1,105.4% | +838.5% |
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