+63.8%
DIA vs QSR
+40.6%
+23.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -3.0% | -4.7% | +1.7% | -1.6% |
| 30D | -3.0% | +4.3% | -7.3% | -4.3% |
| 3M | +4.5% | +5.4% | -1.0% | +2.6% |
| 6M | +9.8% | +8.2% | +1.6% | +6.5% |
| YTD | +9.3% | +14.1% | -4.8% | +3.9% |
| 1Y | +16.0% | +28.1% | -12.1% | +5.6% |
| 3Y | +57.7% | +25.3% | +32.5% | +41.2% |
| 5Y | +63.8% | +40.4% | +23.4% | +34.5% |
| All | +63.8% | +40.6% | +23.2% | +34.5% |
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