+4,521.4%
DELL vs QSR
+121.0%
+4,400.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.1% |
| 7D | -1.9% | -4.7% | +2.8% | -0.1% |
| 30D | +14.9% | +4.3% | +10.6% | +12.9% |
| 3M | +37.2% | +5.4% | +31.8% | +33.3% |
| 6M | +254.0% | +8.2% | +245.8% | +237.3% |
| YTD | +306.1% | +14.1% | +292.0% | +278.6% |
| 1Y | +312.3% | +28.1% | +284.2% | +264.0% |
| 3Y | +654.0% | +25.3% | +628.8% | +552.4% |
| 5Y | +1,055.3% | +40.4% | +1,014.9% | +837.5% |
| 10Y | +3,948.9% | +132.4% | +3,816.5% | +2,470.6% |
| All | +4,521.4% | +121.0% | +4,400.4% | +2,808.4% |
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