+110.1%
DG vs QSR
+206.0%
-95.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -4.8% | -2.4% | -2.5% | -4.4% |
| 30D | +1.8% | +5.7% | -3.9% | +0.7% |
| 3M | +14.5% | +6.9% | +7.5% | +13.1% |
| 6M | -13.6% | +6.9% | -20.4% | -14.6% |
| YTD | -4.8% | +14.9% | -19.8% | -7.3% |
| 1Y | +21.6% | +29.1% | -7.5% | +16.0% |
| 3Y | +4.5% | +26.1% | -21.7% | -0.2% |
| 5Y | -38.5% | +42.3% | -80.8% | -42.8% |
| 10Y | +102.2% | +134.0% | -31.8% | +72.9% |
| All | +110.1% | +206.0% | -95.9% | +75.9% |
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