-38.7%
DG vs QSR
+40.6%
-79.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -6.3% | -4.7% | -1.6% | -4.9% |
| 30D | +2.4% | +4.3% | -1.9% | +1.1% |
| 3M | +12.4% | +5.4% | +7.0% | +10.7% |
| 6M | -14.9% | +8.2% | -23.1% | -16.8% |
| YTD | -6.1% | +14.1% | -20.2% | -9.8% |
| 1Y | +17.9% | +28.1% | -10.2% | +9.4% |
| 3Y | +3.1% | +25.3% | -22.1% | -4.5% |
| 5Y | -38.7% | +40.4% | -79.1% | -48.0% |
| All | -38.7% | +40.6% | -79.2% | -48.0% |
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