+30.4%
DGX vs QSR
+28.6%
+1.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.9% | -4.0% | +3.1% | -0.4% |
| 30D | -1.2% | +2.8% | -3.9% | -1.5% |
| 3M | +15.8% | +5.1% | +10.7% | +15.0% |
| 6M | +18.2% | +8.8% | +9.4% | +16.9% |
| YTD | +37.2% | +14.8% | +22.4% | +34.5% |
| 1Y | +30.4% | +25.7% | +4.6% | +34.7% |
| All | +30.4% | +28.6% | +1.8% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling