+351.1%
DGX vs QSR
+203.9%
+147.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -3.5% | -4.7% | +1.2% | -2.2% |
| 30D | -2.7% | +4.3% | -7.0% | -3.8% |
| 3M | +13.9% | +5.4% | +8.4% | +12.1% |
| 6M | +16.0% | +8.2% | +7.9% | +13.2% |
| YTD | +34.9% | +14.1% | +20.8% | +29.6% |
| 1Y | +30.6% | +28.1% | +2.5% | +21.3% |
| 3Y | +93.0% | +25.3% | +67.7% | +78.4% |
| 5Y | +64.4% | +40.4% | +24.0% | +45.7% |
| 10Y | +248.1% | +132.4% | +115.7% | +152.5% |
| All | +351.1% | +203.9% | +147.2% | +207.7% |
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 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